+5.2%
LOW vs OSCR
+96.8%
-91.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | +0.1% |
| 7D | -3.7% | +1.6% | -5.3% | -3.9% |
| 30D | -8.9% | +10.7% | -19.5% | -9.6% |
| 3M | -10.4% | +13.4% | -23.8% | -11.5% |
| 6M | -19.4% | +144.6% | -164.0% | -25.0% |
| YTD | -17.1% | +128.0% | -145.2% | -22.7% |
| 1Y | -26.3% | +68.7% | -94.9% | -30.2% |
| 3Y | -9.9% | +398.8% | -408.7% | -26.2% |
| All | +5.2% | +96.8% | -91.6% | -14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling