-10.8%
OSCR vs ALLE
+84.8%
-95.6%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.0% | -3.8% | -3.3% |
| 7D | +1.3% | +3.6% | -2.2% | -0.6% |
| 30D | -9.5% | +25.9% | -35.4% | -20.6% |
| 3M | +0.9% | +15.8% | -14.9% | -7.3% |
| 6M | +31.5% | +48.1% | -16.6% | +3.0% |
| YTD | +116.1% | +22.0% | +94.1% | +88.4% |
| 1Y | +122.6% | +18.0% | +104.5% | +97.8% |
| 3Y | +356.6% | +93.1% | +263.5% | +168.2% |
| 5Y | +154.9% | +52.1% | +102.9% | +62.7% |
| All | -10.8% | +84.8% | -95.6% | -41.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling