-5.8%
OSCR vs ALK
-37.8%
+31.9%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | -0.5% |
| 7D | +1.6% | -2.1% | +3.7% | +2.5% |
| 30D | +10.7% | -13.1% | +23.8% | +17.1% |
| 3M | +13.4% | -11.8% | +25.1% | +17.9% |
| 6M | +144.6% | -0.4% | +144.9% | +134.5% |
| YTD | +128.0% | -18.2% | +146.2% | +135.9% |
| 1Y | +68.7% | -35.5% | +104.2% | +94.6% |
| 3Y | +398.8% | +1.8% | +397.0% | +292.8% |
| 5Y | +87.3% | -26.6% | +113.9% | +73.1% |
| All | -5.8% | -37.8% | +31.9% | -11.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling