-5.1%
OSCR vs ALK
-38.4%
+33.3%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.1% | +5.4% | +3.7% |
| 7D | +10.7% | +0.1% | +10.5% | +10.5% |
| 30D | +18.3% | -18.5% | +36.8% | +28.5% |
| 3M | +20.5% | -3.6% | +24.1% | +19.6% |
| 6M | +138.5% | -3.7% | +142.2% | +132.3% |
| YTD | +129.7% | -19.0% | +148.7% | +138.7% |
| 1Y | +62.8% | -36.0% | +98.8% | +88.4% |
| 3Y | +411.8% | +2.3% | +409.4% | +300.3% |
| 5Y | +99.9% | -27.8% | +127.7% | +85.9% |
| All | -5.1% | -38.4% | +33.3% | -10.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling