-6.4%
OSCR vs ACWI
+85.7%
-92.1%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +3.9% |
| 7D | +1.1% | -1.9% | +3.0% | +4.2% |
| 30D | +16.5% | -1.3% | +17.8% | +19.0% |
| 3M | +17.0% | +5.0% | +12.0% | +7.6% |
| 6M | +145.0% | +11.7% | +133.2% | +102.0% |
| YTD | +126.7% | +13.0% | +113.8% | +83.8% |
| 1Y | +67.2% | +19.2% | +48.0% | +24.2% |
| 3Y | +405.1% | +75.0% | +330.1% | +89.4% |
| 5Y | +86.2% | +67.1% | +19.1% | -21.0% |
| All | -6.4% | +85.7% | -92.1% | -67.3% |
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