-7.3%
OSCR vs ABCL
-70.7%
+63.4%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | +5.8% | +0.7% | +5.1% | +5.7% |
| 30D | +7.1% | +93.1% | -86.0% | -8.5% |
| 3M | +36.7% | +79.4% | -42.8% | +16.7% |
| 6M | +114.3% | +214.9% | -100.6% | +59.5% |
| YTD | +124.4% | +234.2% | -109.8% | +62.7% |
| 1Y | +75.5% | +174.8% | -99.3% | +30.2% |
| 3Y | +390.1% | +104.5% | +285.6% | +262.7% |
| 5Y | +77.1% | -39.0% | +116.1% | +59.3% |
| All | -7.3% | -70.7% | +63.4% | -10.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling