+155.9%
META vs OSCR
-9.0%
+164.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | +5.1% | +1.6% | +3.5% | +4.8% |
| 30D | +12.0% | +10.7% | +1.3% | +10.6% |
| 3M | +14.1% | +13.4% | +0.8% | +12.0% |
| 6M | -0.9% | +144.6% | -145.4% | -11.6% |
| YTD | -1.7% | +128.0% | -129.7% | -11.8% |
| 1Y | -13.4% | +68.7% | -82.1% | -20.6% |
| 3Y | +112.6% | +398.8% | -286.2% | +58.8% |
| 5Y | +72.6% | +87.3% | -14.6% | +25.4% |
| All | +155.9% | -9.0% | +164.9% | +94.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling