-7.3%
OSCR vs ACWI
+89.3%
-96.7%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | +0.1% |
| 7D | +5.8% | +0.5% | +5.3% | +5.1% |
| 30D | +7.1% | +0.9% | +6.2% | +5.9% |
| 3M | +36.7% | +2.4% | +34.3% | +30.5% |
| 6M | +114.3% | +12.4% | +101.9% | +75.5% |
| YTD | +124.4% | +15.2% | +109.3% | +76.5% |
| 1Y | +75.5% | +22.7% | +52.7% | +24.4% |
| 3Y | +390.1% | +75.8% | +314.3% | +83.2% |
| 5Y | +77.1% | +67.7% | +9.4% | -26.0% |
| All | -7.3% | +89.3% | -96.7% | -68.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling