+646.6%
JBL vs OSCR
-9.0%
+655.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.6% | +4.5% | +5.0% |
| 7D | +2.4% | +1.6% | +0.8% | +2.3% |
| 30D | -13.1% | +10.7% | -23.8% | -14.0% |
| 3M | -15.6% | +13.4% | -28.9% | -16.9% |
| 6M | +24.6% | +144.6% | -120.0% | +13.4% |
| YTD | +39.6% | +128.0% | -88.4% | +27.5% |
| 1Y | +48.6% | +68.7% | -20.0% | +38.2% |
| 3Y | +197.3% | +398.8% | -201.5% | +134.7% |
| 5Y | +413.0% | +87.3% | +325.7% | +300.6% |
| All | +646.6% | -9.0% | +655.6% | +530.4% |
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