+162.2%
OSCR vs ALLE
+52.7%
+109.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.2% |
| 7D | -3.7% | +1.6% | -5.3% | -4.6% |
| 30D | -5.5% | +24.1% | -29.6% | -17.1% |
| 3M | +7.9% | +14.8% | -7.0% | -1.1% |
| 6M | +34.6% | +45.9% | -11.3% | +4.4% |
| YTD | +122.3% | +20.7% | +101.5% | +92.7% |
| 1Y | +111.5% | +14.2% | +97.3% | +90.8% |
| 3Y | +349.2% | +90.7% | +258.5% | +147.7% |
| 5Y | +162.2% | +50.6% | +111.7% | +77.0% |
| All | +162.2% | +52.7% | +109.5% | +77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 5y: compounded portfolio wealth divided by compounded ALLE 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…
5y analysis · Full analysis span regression · 6 months rolling