+37.8%
LOW vs OSCR
-9.5%
+47.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.2% |
| 7D | -2.6% | +1.1% | -3.7% | -2.7% |
| 30D | -11.1% | +16.5% | -27.6% | -12.1% |
| 3M | -8.5% | +17.0% | -25.5% | -9.7% |
| 6M | -20.8% | +145.0% | -165.8% | -25.9% |
| YTD | -17.2% | +126.7% | -143.9% | -22.3% |
| 1Y | -24.7% | +67.2% | -92.0% | -28.4% |
| 3Y | -9.7% | +405.1% | -414.9% | -24.4% |
| 5Y | +6.0% | +86.2% | -80.2% | -13.9% |
| All | +37.8% | -9.5% | +47.3% | +18.7% |
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