+76.8%
ON vs OSCR
-9.5%
+86.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -1.5% |
| 7D | -4.7% | +1.1% | -5.8% | -4.9% |
| 30D | -13.5% | +16.5% | -30.0% | -15.5% |
| 3M | -36.3% | +17.0% | -53.3% | -38.3% |
| 6M | +17.8% | +145.0% | -127.2% | +0.8% |
| YTD | +29.6% | +126.7% | -97.1% | +11.6% |
| 1Y | +45.8% | +67.2% | -21.5% | +30.0% |
| 3Y | -28.3% | +405.1% | -433.5% | -50.8% |
| 5Y | +49.6% | +86.2% | -36.5% | +0.4% |
| All | +76.8% | -9.5% | +86.3% | +38.1% |
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