-9.9%
LOW vs OSCR
+401.8%
-411.7%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | +0.1% |
| 7D | -3.7% | +1.6% | -5.3% | -3.8% |
| 30D | -8.9% | +10.7% | -19.5% | -9.3% |
| 3M | -10.4% | +13.4% | -23.8% | -11.1% |
| 6M | -19.4% | +144.6% | -164.0% | -23.4% |
| YTD | -17.1% | +128.0% | -145.2% | -21.0% |
| 1Y | -26.3% | +68.7% | -94.9% | -28.9% |
| 3Y | -9.9% | +398.8% | -408.7% | -28.0% |
| All | -9.9% | +401.8% | -411.7% | -28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling