-5.1%
OSCR vs ALLE
+49.7%
-54.8%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.0% | +2.7% |
| 7D | +10.7% | +2.8% | +7.9% | +9.0% |
| 30D | +18.3% | -7.6% | +25.9% | +23.6% |
| 3M | +20.5% | +22.8% | -2.3% | +5.4% |
| 6M | +138.5% | +4.6% | +133.9% | +129.0% |
| YTD | +129.7% | -1.2% | +130.9% | +126.0% |
| 1Y | +62.8% | -9.1% | +71.9% | +69.5% |
| 3Y | +411.8% | +50.0% | +361.8% | +251.2% |
| 5Y | +99.9% | +15.2% | +84.7% | +43.3% |
| All | -5.1% | +49.7% | -54.8% | -29.7% |
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