-10.8%
OSCR vs ACGL
+213.6%
-224.4%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.1% | -2.9% |
| 7D | +1.3% | +2.2% | -0.9% | +0.5% |
| 30D | -9.5% | +12.3% | -21.8% | -13.5% |
| 3M | +0.9% | +11.8% | -10.9% | -3.5% |
| 6M | +31.5% | +17.5% | +14.0% | +23.3% |
| YTD | +116.1% | +14.3% | +101.8% | +103.5% |
| 1Y | +122.6% | +18.2% | +104.4% | +106.6% |
| 3Y | +356.6% | +33.2% | +323.5% | +295.6% |
| 5Y | +154.9% | +174.3% | -19.4% | +49.7% |
| All | -10.8% | +213.6% | -224.4% | -47.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling