-5.8%
OSCR vs ABCL
-72.1%
+66.2%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.5% | -0.2% |
| 7D | +1.6% | -4.7% | +6.3% | +2.5% |
| 30D | +10.7% | +5.2% | +5.5% | +8.8% |
| 3M | +13.4% | +106.6% | -93.3% | -5.9% |
| 6M | +144.6% | +198.4% | -53.8% | +83.9% |
| YTD | +128.0% | +218.4% | -90.4% | +66.8% |
| 1Y | +68.7% | +136.2% | -67.6% | +29.6% |
| 3Y | +398.8% | +103.2% | +295.6% | +268.0% |
| 5Y | +87.3% | -42.7% | +129.9% | +70.4% |
| All | -5.8% | -72.1% | +66.2% | -7.9% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling