-18.5%
JD vs OSCR
+64.1%
-82.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.4% | +0.1% |
| 7D | -4.2% | +1.6% | -5.9% | -4.3% |
| 30D | -14.4% | +10.7% | -25.1% | -15.0% |
| 3M | -3.6% | +13.4% | -16.9% | -4.7% |
| 6M | -0.3% | +144.6% | -144.9% | -8.6% |
| YTD | -2.4% | +128.0% | -130.4% | -10.2% |
| 1Y | -18.5% | +68.7% | -87.2% | -22.9% |
| All | -18.5% | +64.1% | -82.7% | -22.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling