+104.5%
OSCR vs ADVB
-95.9%
+200.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +42.7% | -43.2% | -0.2% |
| 7D | -3.7% | +74.2% | -77.9% | -3.3% |
| 30D | -5.5% | -35.9% | +30.4% | -5.7% |
| 3M | +7.9% | -56.4% | +64.3% | +7.2% |
| 6M | +34.6% | -36.7% | +71.3% | +31.5% |
| YTD | +122.3% | -43.3% | +165.6% | +114.9% |
| 1Y | +111.5% | -63.4% | +174.9% | +103.4% |
| All | +104.5% | -95.9% | +200.3% | +124.8% |
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