-6.4%
OSCR vs ACGL
+175.2%
-181.6%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.5% |
| 7D | +1.1% | -3.6% | +4.7% | +2.5% |
| 30D | +16.5% | -2.1% | +18.6% | +17.5% |
| 3M | +17.0% | +5.4% | +11.6% | +14.6% |
| 6M | +145.0% | 0.0% | +145.0% | +144.6% |
| YTD | +126.7% | +0.3% | +126.4% | +124.9% |
| 1Y | +67.2% | +6.2% | +61.1% | +61.8% |
| 3Y | +405.1% | +30.9% | +374.2% | +331.1% |
| 5Y | +86.2% | +159.8% | -73.6% | +15.8% |
| All | -6.4% | +175.2% | -181.6% | -42.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling