+105.1%
OSCR vs ACGL
+28.7%
+76.4%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.7% | +5.9% | +8.0% |
| 7D | +15.5% | +8.0% | +7.5% | +13.8% |
| 30D | +8.5% | +17.3% | -8.8% | +5.2% |
| 3M | +15.8% | +11.2% | +4.6% | +13.8% |
| 6M | +89.5% | +18.2% | +71.3% | +85.1% |
| YTD | +144.9% | +15.4% | +129.5% | +136.3% |
| 1Y | +105.1% | +26.5% | +78.5% | +90.5% |
| All | +105.1% | +28.7% | +76.4% | +90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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