-24.4%
OPEN vs OSCR
+401.8%
-426.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -0.9% | -0.5% |
| 7D | -11.4% | +1.6% | -13.0% | -11.9% |
| 30D | -20.1% | +10.7% | -30.7% | -22.6% |
| 3M | -37.6% | +13.4% | -50.9% | -40.2% |
| 6M | -47.1% | +144.6% | -191.6% | -60.8% |
| YTD | -52.1% | +128.0% | -180.2% | -64.1% |
| 1Y | -73.5% | +68.7% | -142.1% | -78.7% |
| 3Y | -24.4% | +398.8% | -423.2% | -66.8% |
| All | -24.4% | +401.8% | -426.2% | -66.8% |
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 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