-5.8%
OSCR vs A
+24.3%
-30.2%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | -1.0% |
| 7D | +1.6% | -2.6% | +4.2% | +3.1% |
| 30D | +10.7% | -0.9% | +11.6% | +10.8% |
| 3M | +13.4% | +13.6% | -0.3% | +4.1% |
| 6M | +144.6% | +27.8% | +116.7% | +104.0% |
| YTD | +128.0% | +8.6% | +119.4% | +111.7% |
| 1Y | +68.7% | +16.9% | +51.8% | +48.5% |
| 3Y | +398.8% | +32.9% | +365.9% | +271.0% |
| 5Y | +87.3% | -14.1% | +101.4% | +95.1% |
| All | -5.8% | +24.3% | -30.2% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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