+61.4%
IR vs OSCR
-8.3%
+69.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -1.8% |
| 7D | +0.6% | +10.7% | -10.0% | -0.2% |
| 30D | -13.6% | +18.3% | -31.9% | -14.9% |
| 3M | +3.7% | +20.5% | -16.8% | +1.6% |
| 6M | -13.1% | +138.5% | -151.6% | -20.1% |
| YTD | -5.1% | +129.7% | -134.8% | -12.8% |
| 1Y | -6.5% | +62.8% | -69.2% | -12.2% |
| 3Y | +8.5% | +411.8% | -403.3% | -12.4% |
| 5Y | +43.3% | +99.9% | -56.6% | +13.0% |
| All | +61.4% | -8.3% | +69.7% | +19.2% |
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