+35.3%
OKE vs OSCR
+75.7%
-40.5%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.3% |
| 7D | +0.7% | +5.8% | -5.1% | +0.8% |
| 30D | +9.4% | +7.1% | +2.3% | +9.5% |
| 3M | +8.6% | +36.7% | -28.1% | +8.9% |
| 6M | +15.3% | +114.3% | -99.0% | +17.2% |
| YTD | +34.8% | +124.4% | -89.6% | +36.4% |
| 1Y | +35.3% | +75.5% | -40.2% | +39.3% |
| All | +35.3% | +75.7% | -40.5% | +39.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling