+32.1%
ORCL vs OSCR
+386.4%
-354.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.2% | -0.2% |
| 7D | +10.9% | +4.7% | +6.2% | +10.5% |
| 30D | +7.0% | +14.8% | -7.8% | +5.8% |
| 3M | -21.2% | +16.7% | -37.9% | -22.3% |
| 6M | +7.4% | +127.5% | -120.1% | -0.3% |
| YTD | -16.3% | +121.0% | -137.3% | -22.2% |
| 1Y | -32.3% | +58.4% | -90.7% | -36.2% |
| All | +32.1% | +386.4% | -354.2% | +13.2% |
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