+356.6%
OSCR vs ACWI
+74.6%
+282.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.4% |
| 7D | +1.3% | +2.4% | -1.1% | -1.8% |
| 30D | -9.5% | -1.7% | -7.9% | -7.5% |
| 3M | +0.9% | -3.9% | +4.8% | +6.0% |
| 6M | +31.5% | +0.8% | +30.7% | +28.8% |
| YTD | +116.1% | +11.0% | +105.0% | +85.6% |
| 1Y | +122.6% | +13.1% | +109.5% | +86.6% |
| 3Y | +356.6% | +73.9% | +282.7% | +63.2% |
| All | +356.6% | +74.6% | +282.1% | +63.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling