+35.8%
IR vs OSCR
+96.8%
-61.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | -4.5% | +1.6% | -6.1% | -4.6% |
| 30D | -13.9% | +10.7% | -24.6% | -14.8% |
| 3M | -0.3% | +13.4% | -13.7% | -1.9% |
| 6M | -14.3% | +144.6% | -158.9% | -22.1% |
| YTD | -7.9% | +128.0% | -135.9% | -15.9% |
| 1Y | -9.9% | +68.7% | -78.6% | -16.1% |
| 3Y | +6.5% | +398.8% | -392.2% | -16.0% |
| All | +35.8% | +96.8% | -61.0% | +6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling