-22.8%
LYB vs OSCR
+401.8%
-424.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | +0.3% | +1.6% | -1.3% | +0.2% |
| 30D | +2.5% | +10.7% | -8.2% | +2.2% |
| 3M | +1.4% | +13.4% | -12.0% | +0.9% |
| 6M | -3.5% | +144.6% | -148.0% | -6.7% |
| YTD | +52.0% | +128.0% | -76.1% | +47.2% |
| 1Y | +22.1% | +68.7% | -46.6% | +19.5% |
| 3Y | -22.8% | +398.8% | -421.5% | -35.5% |
| All | -22.8% | +401.8% | -424.6% | -35.5% |
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