-6.4%
OSCR vs ABCL
-73.2%
+66.8%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.3% | +7.9% | +3.6% |
| 7D | +1.1% | -9.6% | +10.6% | +3.1% |
| 30D | +16.5% | +7.2% | +9.3% | +14.1% |
| 3M | +17.0% | +105.5% | -88.5% | -2.9% |
| 6M | +145.0% | +193.0% | -48.0% | +84.8% |
| YTD | +126.7% | +205.8% | -79.1% | +67.2% |
| 1Y | +67.2% | +144.4% | -77.1% | +27.2% |
| 3Y | +405.1% | +93.3% | +311.8% | +276.7% |
| 5Y | +86.2% | -44.9% | +131.1% | +70.8% |
| All | -6.4% | -73.2% | +66.8% | -7.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling