-5.8%
OSCR vs ALLY
+14.9%
-20.8%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | +1.6% | -3.8% | +5.4% | +3.5% |
| 30D | +10.7% | -4.9% | +15.6% | +13.5% |
| 3M | +13.4% | -2.6% | +15.9% | +14.6% |
| 6M | +144.6% | +15.7% | +128.8% | +126.1% |
| YTD | +128.0% | -5.2% | +133.2% | +132.4% |
| 1Y | +68.7% | +2.8% | +65.8% | +64.7% |
| 3Y | +398.8% | +63.4% | +335.3% | +261.0% |
| 5Y | +87.3% | -2.6% | +89.8% | +61.3% |
| All | -5.8% | +14.9% | -20.8% | -29.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling