-67.0%
JD vs OSCR
-9.0%
-58.0%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.4% | +0.1% |
| 7D | -4.2% | +1.6% | -5.9% | -4.4% |
| 30D | -14.4% | +10.7% | -25.1% | -15.4% |
| 3M | -3.6% | +13.4% | -16.9% | -5.3% |
| 6M | -0.3% | +144.6% | -144.9% | -11.0% |
| YTD | -2.4% | +128.0% | -130.4% | -12.5% |
| 1Y | -18.5% | +68.7% | -87.2% | -25.2% |
| 3Y | -7.0% | +398.8% | -405.8% | -32.1% |
| 5Y | -61.7% | +87.3% | -149.0% | -73.6% |
| All | -67.0% | -9.0% | -58.0% | -74.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling