+106.5%
OSCR vs ADVB
-88.3%
+194.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | +5.8% | -3.8% | +9.6% | +5.8% |
| 30D | +7.1% | +17.6% | -10.5% | +7.4% |
| 3M | +36.7% | +119.1% | -82.5% | +34.2% |
| 6M | +114.3% | +103.4% | +10.9% | +108.0% |
| YTD | +124.4% | +59.8% | +64.6% | +118.8% |
| 1Y | +75.5% | +8.5% | +66.9% | +71.3% |
| All | +106.5% | -88.3% | +194.8% | +129.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling