-10.8%
OSCR vs ACWI
+82.6%
-93.3%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.4% |
| 7D | +1.3% | +2.4% | -1.1% | -2.6% |
| 30D | -9.5% | -1.7% | -7.9% | -7.0% |
| 3M | +0.9% | -3.9% | +4.8% | +7.3% |
| 6M | +31.5% | +0.8% | +30.7% | +27.9% |
| YTD | +116.1% | +11.0% | +105.0% | +79.7% |
| 1Y | +122.6% | +13.1% | +109.5% | +79.8% |
| 3Y | +356.6% | +73.9% | +282.7% | +71.8% |
| 5Y | +154.9% | +59.0% | +95.9% | +15.0% |
| All | -10.8% | +82.6% | -93.3% | -68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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