+55.4%
IOT vs OSCR
+297.2%
-241.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.7% | -0.3% |
| 7D | -4.5% | +1.6% | -6.1% | -4.9% |
| 30D | -2.4% | +10.7% | -13.1% | -4.7% |
| 3M | +19.0% | +13.4% | +5.6% | +15.0% |
| 6M | +19.6% | +144.6% | -124.9% | -3.9% |
| YTD | +8.3% | +128.0% | -119.8% | -12.3% |
| 1Y | -0.8% | +68.7% | -69.5% | -16.0% |
| 3Y | +24.4% | +398.8% | -374.4% | -33.0% |
| All | +55.4% | +297.2% | -241.8% | -6.8% |
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