+33.2%
IYR vs OSCR
-9.5%
+42.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.1% |
| 7D | -2.8% | +1.1% | -3.9% | -2.9% |
| 30D | -2.5% | +16.5% | -19.0% | -3.6% |
| 3M | -3.0% | +17.0% | -19.9% | -4.2% |
| 6M | +1.6% | +145.0% | -143.3% | -4.9% |
| YTD | +7.3% | +126.7% | -119.4% | +0.6% |
| 1Y | +5.6% | +67.2% | -61.6% | +0.4% |
| 3Y | +28.1% | +405.1% | -377.0% | +7.5% |
| 5Y | +6.1% | +86.2% | -80.1% | -12.2% |
| All | +33.2% | -9.5% | +42.7% | +13.0% |
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