-7.3%
OSCR vs ACGL
+180.6%
-188.0%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.8% | +0.7% |
| 7D | +5.8% | -0.7% | +6.6% | +6.2% |
| 30D | +7.1% | -1.0% | +8.1% | +7.5% |
| 3M | +36.7% | +11.0% | +25.6% | +31.0% |
| 6M | +114.3% | -0.3% | +114.6% | +114.3% |
| YTD | +124.4% | +2.3% | +122.2% | +121.0% |
| 1Y | +75.5% | +6.4% | +69.1% | +69.6% |
| 3Y | +390.1% | +34.0% | +356.2% | +314.7% |
| 5Y | +77.1% | +161.6% | -84.5% | +9.2% |
| All | -7.3% | +180.6% | -188.0% | -43.2% |
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 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