+86.2%
OSCR vs ALLY
-2.7%
+88.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.2% |
| 7D | +1.1% | -3.3% | +4.3% | +2.7% |
| 30D | +16.5% | -4.1% | +20.5% | +19.0% |
| 3M | +17.0% | +1.4% | +15.6% | +15.9% |
| 6M | +145.0% | +14.4% | +130.6% | +127.1% |
| YTD | +126.7% | -4.9% | +131.7% | +130.9% |
| 1Y | +67.2% | +5.5% | +61.7% | +60.9% |
| 3Y | +405.1% | +66.0% | +339.1% | +254.6% |
| 5Y | +86.2% | -2.4% | +88.5% | +58.8% |
| All | +86.2% | -2.7% | +88.9% | +58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling