+96.8%
META vs OSCR
+339.8%
-243.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.8% | +5.7% | +3.1% |
| 7D | +5.2% | +1.3% | +3.9% | +5.0% |
| 30D | -13.0% | -9.5% | -3.5% | -12.3% |
| 3M | +7.9% | +0.9% | +7.1% | +7.6% |
| 6M | +4.2% | +31.5% | -27.2% | +0.9% |
| YTD | -2.5% | +116.1% | -118.6% | -10.5% |
| 1Y | +5.6% | +122.6% | -117.0% | -3.6% |
| 3Y | +96.8% | +356.6% | -259.8% | +50.6% |
| All | +96.8% | +339.8% | -243.0% | +50.6% |
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 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