+80.5%
OSCR vs ACGL
+152.7%
-72.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.4% | -4.2% | -4.0% |
| 7D | +4.7% | -2.1% | +6.8% | +5.7% |
| 30D | +14.8% | -2.2% | +16.9% | +15.9% |
| 3M | +16.7% | +6.3% | +10.4% | +13.6% |
| 6M | +127.5% | +0.5% | +127.0% | +126.6% |
| YTD | +121.0% | +0.2% | +120.8% | +119.1% |
| 1Y | +58.4% | +7.3% | +51.1% | +52.0% |
| 3Y | +392.4% | +30.8% | +361.6% | +310.0% |
| 5Y | +80.5% | +155.8% | -75.3% | -3.1% |
| All | +80.5% | +152.7% | -72.3% | -3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling