+105.1%
OSCR vs ABCL
+138.2%
-33.1%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.8% | +7.8% | +8.5% |
| 7D | +15.5% | -10.0% | +25.4% | +16.3% |
| 30D | +8.5% | -10.9% | +19.4% | +9.3% |
| 3M | +15.8% | +101.6% | -85.8% | +7.1% |
| 6M | +89.5% | +167.5% | -78.0% | +65.5% |
| YTD | +144.9% | +259.1% | -114.2% | +102.1% |
| 1Y | +105.1% | +152.2% | -47.1% | +81.9% |
| All | +105.1% | +138.2% | -33.1% | +81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling