+34.9%
O vs OSCR
-11.8%
+46.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.8% | +2.3% | -1.3% |
| 7D | -2.3% | +4.7% | -7.0% | -2.5% |
| 30D | -2.4% | +14.8% | -17.2% | -3.0% |
| 3M | -0.6% | +16.7% | -17.3% | -1.4% |
| 6M | -5.0% | +127.5% | -132.5% | -8.7% |
| YTD | +10.4% | +121.0% | -110.6% | +6.1% |
| 1Y | +6.6% | +58.4% | -51.8% | +3.5% |
| 3Y | +28.4% | +392.4% | -364.0% | +14.3% |
| 5Y | +15.3% | +80.5% | -65.2% | +1.3% |
| All | +34.9% | -11.8% | +46.7% | +23.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling