+146.5%
ORCL vs OSCR
-9.5%
+156.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.6% | -8.0% | -5.6% |
| 7D | -0.7% | +1.1% | -1.8% | -0.8% |
| 30D | +5.1% | +16.5% | -11.4% | +3.9% |
| 3M | -23.7% | +17.0% | -40.7% | -24.8% |
| 6M | +3.1% | +145.0% | -141.9% | -4.1% |
| YTD | -20.8% | +126.7% | -147.5% | -26.0% |
| 1Y | -52.9% | +67.2% | -120.1% | -55.4% |
| 3Y | +25.4% | +405.1% | -379.7% | +6.3% |
| 5Y | +82.4% | +86.2% | -3.7% | +54.7% |
| All | +146.5% | -9.5% | +156.0% | +113.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling