+383.4%
OSCR vs ALLY
+63.1%
+320.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.1% | -2.7% | -3.3% |
| 7D | +4.7% | -1.9% | +6.7% | +5.6% |
| 30D | +14.8% | -4.5% | +19.3% | +17.0% |
| 3M | +16.7% | -2.8% | +19.5% | +17.8% |
| 6M | +127.5% | +10.3% | +117.2% | +117.5% |
| YTD | +121.0% | -5.7% | +126.7% | +124.8% |
| 1Y | +58.4% | +3.9% | +54.5% | +54.4% |
| All | +383.4% | +63.1% | +320.3% | +250.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling