+105.1%
OSCR vs ALK
-1.1%
+106.2%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +8.8% | -0.2% | +6.8% |
| 7D | +15.5% | +12.4% | +3.0% | +12.8% |
| 30D | +8.5% | +2.1% | +6.5% | +7.8% |
| 3M | +15.8% | -23.9% | +39.7% | +21.9% |
| 6M | +89.5% | +8.2% | +81.3% | +80.6% |
| YTD | +144.9% | -20.5% | +165.4% | +141.6% |
| 1Y | +105.1% | -1.0% | +106.1% | +61.0% |
| All | +105.1% | -1.1% | +106.2% | +61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 1y: compounded portfolio wealth divided by compounded ALK 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…
1y analysis · Full analysis span regression · 6 months rolling