-67.1%
JD vs OSCR
-11.8%
-55.3%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.8% | +1.3% | -2.0% |
| 7D | -3.0% | +4.7% | -7.7% | -3.5% |
| 30D | -19.3% | +14.8% | -34.1% | -20.7% |
| 3M | -6.0% | +16.7% | -22.7% | -8.1% |
| 6M | +1.8% | +127.5% | -125.7% | -8.4% |
| YTD | -2.6% | +121.0% | -123.6% | -12.4% |
| 1Y | -17.4% | +58.4% | -75.8% | -23.6% |
| 3Y | -8.6% | +392.4% | -401.0% | -33.2% |
| 5Y | -61.6% | +80.5% | -142.1% | -73.4% |
| All | -67.1% | -11.8% | -55.3% | -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 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