+33.5%
O vs OSCR
-9.0%
+42.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.1% |
| 7D | -2.9% | +1.6% | -4.5% | -2.9% |
| 30D | -4.5% | +10.7% | -15.2% | -4.9% |
| 3M | -2.6% | +13.4% | -16.0% | -3.3% |
| 6M | -5.6% | +144.6% | -150.2% | -9.5% |
| YTD | +9.3% | +128.0% | -118.8% | +4.9% |
| 1Y | +4.3% | +68.7% | -64.4% | +1.0% |
| 3Y | +27.4% | +398.8% | -371.3% | +13.4% |
| 5Y | +17.1% | +87.3% | -70.2% | +2.7% |
| All | +33.5% | -9.0% | +42.5% | +21.6% |
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 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