-22.2%
ON vs OSCR
+401.8%
-424.0%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.6% | +7.9% | +8.4% |
| 7D | +2.4% | +1.6% | +0.8% | +2.2% |
| 30D | -8.6% | +10.7% | -19.3% | -9.8% |
| 3M | -34.3% | +13.4% | -47.7% | -35.7% |
| 6M | +28.5% | +144.6% | -116.0% | +12.3% |
| YTD | +40.6% | +128.0% | -87.4% | +23.4% |
| 1Y | +55.3% | +68.7% | -13.3% | +40.7% |
| 3Y | -22.2% | +398.8% | -421.0% | -40.4% |
| All | -22.2% | +401.8% | -424.0% | -40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling