-5.8%
OSCR vs ACGL
+174.9%
-180.7%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +1.6% | -2.0% | +3.7% | +2.4% |
| 30D | +10.7% | -1.2% | +11.9% | +11.2% |
| 3M | +13.4% | +5.4% | +7.9% | +11.0% |
| 6M | +144.6% | +1.4% | +143.2% | +142.9% |
| YTD | +128.0% | +0.2% | +127.9% | +126.3% |
| 1Y | +68.7% | +4.1% | +64.5% | +64.5% |
| 3Y | +398.8% | +28.2% | +370.5% | +330.3% |
| 5Y | +87.3% | +159.5% | -72.2% | +16.5% |
| All | -5.8% | +174.9% | -180.7% | -41.8% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling