+16.1%
JPM vs OSCR
+104.5%
-88.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.6% | -4.4% | +3.5% |
| 7D | +3.8% | +15.5% | -11.7% | +2.7% |
| 30D | +6.5% | +8.5% | -2.1% | +5.7% |
| 3M | -1.0% | +15.8% | -16.9% | -2.4% |
| 6M | +15.5% | +89.5% | -74.0% | +8.5% |
| YTD | +11.4% | +144.9% | -133.5% | +1.6% |
| 1Y | +16.1% | +105.1% | -89.0% | +6.0% |
| All | +16.1% | +104.5% | -88.4% | +6.0% |
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 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