+84.1%
INTC vs OSCR
-9.5%
+93.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.6% | -8.2% | -5.9% |
| 7D | +9.4% | +1.1% | +8.4% | +9.3% |
| 30D | +2.7% | +16.5% | -13.8% | +0.8% |
| 3M | -6.3% | +17.0% | -23.3% | -8.5% |
| 6M | +114.5% | +145.0% | -30.5% | +91.0% |
| YTD | +171.9% | +126.7% | +45.1% | +143.4% |
| 1Y | +305.0% | +67.2% | +237.8% | +271.3% |
| 3Y | +168.3% | +405.1% | -236.8% | +111.2% |
| 5Y | +102.3% | +86.2% | +16.1% | +58.2% |
| All | +84.1% | -9.5% | +93.6% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded OSCR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling