+86.2%
META vs OSCR
+154.6%
-68.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | -1.5% |
| 7D | -0.2% | -8.8% | +8.6% | +0.9% |
| 30D | -15.4% | -5.6% | -9.8% | -14.9% |
| 3M | +5.0% | +14.8% | -9.8% | +2.8% |
| 6M | +5.2% | +46.0% | -40.8% | -1.0% |
| YTD | -4.5% | +123.5% | -128.0% | -15.5% |
| 1Y | +0.6% | +116.2% | -115.6% | -11.1% |
| 3Y | +93.1% | +351.6% | -258.5% | +39.8% |
| All | +86.2% | +154.6% | -68.4% | +36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling