+68.7%
OSCR vs ABCL
+152.1%
-83.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.5% | +0.2% |
| 7D | +1.6% | -4.7% | +6.3% | +2.0% |
| 30D | +10.7% | +5.2% | +5.5% | +9.8% |
| 3M | +13.4% | +106.6% | -93.3% | +3.2% |
| 6M | +144.6% | +198.4% | -53.8% | +107.9% |
| YTD | +128.0% | +218.4% | -90.4% | +92.3% |
| 1Y | +68.7% | +136.2% | -67.6% | +49.7% |
| All | +68.7% | +152.1% | -83.4% | +49.7% |
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 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