-5.8%
OSCR vs ALC
-2.2%
-3.7%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.1% |
| 7D | +1.6% | -6.3% | +8.0% | +5.8% |
| 30D | +10.7% | -10.3% | +20.9% | +18.6% |
| 3M | +13.4% | -0.7% | +14.1% | +13.0% |
| 6M | +144.6% | -17.8% | +162.4% | +172.8% |
| YTD | +128.0% | -15.8% | +143.9% | +149.4% |
| 1Y | +68.7% | -16.7% | +85.4% | +85.5% |
| 3Y | +398.8% | -19.7% | +418.5% | +443.1% |
| 5Y | +87.3% | -19.8% | +107.1% | +93.9% |
| All | -5.8% | -2.2% | -3.7% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling