+105.1%
OSCR vs ALLY
+4.2%
+100.8%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.8% | +4.8% | +6.5% |
| 7D | +15.5% | +2.4% | +13.1% | +13.9% |
| 30D | +8.5% | +5.6% | +3.0% | +5.3% |
| 3M | +15.8% | -11.7% | +27.5% | +24.4% |
| 6M | +89.5% | -7.0% | +96.5% | +95.5% |
| YTD | +144.9% | -10.4% | +155.3% | +157.2% |
| 1Y | +105.1% | +2.4% | +102.7% | +80.6% |
| All | +105.1% | +4.2% | +100.8% | +80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 1y: compounded portfolio wealth divided by compounded ALLY 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…
1y analysis · Full analysis span regression · 6 months rolling