-90.3%
OPEN vs OSCR
-9.5%
-80.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.6% | -9.2% | -7.6% |
| 7D | -10.5% | +1.1% | -11.6% | -11.0% |
| 30D | -21.8% | +16.5% | -38.3% | -26.2% |
| 3M | -37.5% | +17.0% | -54.5% | -41.4% |
| 6M | -44.1% | +145.0% | -189.1% | -61.0% |
| YTD | -52.0% | +126.7% | -178.7% | -65.9% |
| 1Y | -52.2% | +67.2% | -119.5% | -63.2% |
| 3Y | -25.9% | +405.1% | -431.0% | -69.5% |
| 5Y | -85.1% | +86.2% | -171.2% | -93.5% |
| All | -90.3% | -9.5% | -80.8% | -92.7% |
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