+59.8%
ON vs OSCR
+96.8%
-37.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.6% | +7.9% | +8.4% |
| 7D | +2.4% | +1.6% | +0.8% | +2.1% |
| 30D | -8.6% | +10.7% | -19.3% | -10.1% |
| 3M | -34.3% | +13.4% | -47.7% | -36.2% |
| 6M | +28.5% | +144.6% | -116.0% | +9.1% |
| YTD | +40.6% | +128.0% | -87.4% | +20.0% |
| 1Y | +55.3% | +68.7% | -13.3% | +37.5% |
| 3Y | -22.2% | +398.8% | -421.0% | -48.1% |
| All | +59.8% | +96.8% | -37.0% | +2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling