-6.4%
OSCR vs ACI
+7.4%
-13.8%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.8% | +2.7% |
| 7D | +1.1% | -7.1% | +8.1% | +2.0% |
| 30D | +16.5% | -4.5% | +21.0% | +17.2% |
| 3M | +17.0% | -22.3% | +39.3% | +20.3% |
| 6M | +145.0% | -28.4% | +173.4% | +154.3% |
| YTD | +126.7% | -29.5% | +156.2% | +134.8% |
| 1Y | +67.2% | -34.2% | +101.5% | +75.0% |
| 3Y | +405.1% | -45.7% | +450.8% | +441.2% |
| 5Y | +86.2% | -40.8% | +127.0% | +92.2% |
| All | -6.4% | +7.4% | -13.8% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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