-5.1%
OSCR vs ALC
+2.4%
-7.6%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.0% | +4.3% | +3.6% |
| 7D | +10.7% | -3.7% | +14.3% | +13.3% |
| 30D | +18.3% | -3.7% | +22.1% | +21.0% |
| 3M | +20.5% | +4.6% | +16.0% | +16.2% |
| 6M | +138.5% | -14.6% | +153.1% | +160.0% |
| YTD | +129.7% | -11.9% | +141.6% | +144.1% |
| 1Y | +62.8% | -13.1% | +75.9% | +74.4% |
| 3Y | +411.8% | -15.0% | +426.8% | +436.5% |
| 5Y | +99.9% | -16.2% | +116.1% | +101.3% |
| All | -5.1% | +2.4% | -7.6% | -20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling