+107.8%
META vs OSCR
+402.4%
-294.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -0.7% |
| 7D | +6.0% | +10.7% | -4.6% | +5.1% |
| 30D | +3.6% | +18.3% | -14.7% | +2.0% |
| 3M | +4.9% | +20.5% | -15.6% | +2.9% |
| 6M | -4.7% | +138.5% | -143.2% | -12.9% |
| YTD | -6.9% | +129.7% | -136.6% | -14.7% |
| 1Y | -18.2% | +62.8% | -81.0% | -23.6% |
| 3Y | +107.8% | +411.8% | -304.0% | +78.1% |
| All | +107.8% | +402.4% | -294.7% | +78.1% |
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