+103.3%
OSCR vs ADVB
-89.4%
+192.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -5.3% | +1.6% | -3.8% |
| 7D | +4.7% | -13.0% | +17.7% | +4.6% |
| 30D | +14.8% | +7.5% | +7.3% | +14.9% |
| 3M | +16.7% | +129.1% | -112.4% | +14.2% |
| 6M | +127.5% | +71.7% | +55.8% | +121.3% |
| YTD | +121.0% | +45.5% | +75.5% | +115.3% |
| 1Y | +58.4% | -2.7% | +61.1% | +54.5% |
| All | +103.3% | -89.4% | +192.7% | +125.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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