-21.7%
ONON vs OSCR
+84.8%
-106.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +2.0% |
| 7D | -2.1% | +1.6% | -3.7% | -2.4% |
| 30D | -11.6% | +10.7% | -22.3% | -13.1% |
| 3M | -30.1% | +13.4% | -43.4% | -32.0% |
| 6M | -30.5% | +144.6% | -175.1% | -41.2% |
| YTD | -41.0% | +128.0% | -169.1% | -49.8% |
| 1Y | -36.7% | +68.7% | -105.4% | -44.2% |
| 3Y | -8.6% | +398.8% | -407.4% | -42.7% |
| All | -21.7% | +84.8% | -106.5% | -51.7% |
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 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