+31.3%
OMC vs OSCR
-9.0%
+40.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.1% | -0.6% |
| 7D | -4.4% | +1.6% | -6.0% | -4.5% |
| 30D | -7.6% | +10.7% | -18.3% | -8.2% |
| 3M | +4.5% | +13.4% | -8.8% | +3.4% |
| 6M | -0.3% | +144.6% | -144.8% | -6.3% |
| YTD | -0.1% | +128.0% | -128.2% | -6.0% |
| 1Y | +4.6% | +68.7% | -64.0% | -0.2% |
| 3Y | +10.5% | +398.8% | -388.3% | -5.1% |
| 5Y | +31.7% | +87.3% | -55.5% | +8.9% |
| All | +31.3% | -9.0% | +40.3% | +9.8% |
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