+356.6%
OSCR vs ABCL
+185.8%
+170.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.7% |
| 7D | +1.3% | -3.3% | +4.6% | +1.7% |
| 30D | -9.5% | -7.1% | -2.4% | -9.0% |
| 3M | +0.9% | +4.7% | -3.9% | -0.7% |
| 6M | +31.5% | +140.9% | -109.4% | +13.2% |
| YTD | +116.1% | +236.0% | -119.9% | +74.6% |
| 1Y | +122.6% | +217.4% | -94.8% | +81.4% |
| 3Y | +356.6% | +188.7% | +167.9% | +255.3% |
| All | +356.6% | +185.8% | +170.8% | +255.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling