-7.3%
OSCR vs ALLY
+19.5%
-26.8%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +5.8% | +3.7% | +2.2% | +4.0% |
| 30D | +7.1% | -2.3% | +9.4% | +8.5% |
| 3M | +36.7% | +3.8% | +32.8% | +33.7% |
| 6M | +114.3% | +9.7% | +104.6% | +103.7% |
| YTD | +124.4% | -1.4% | +125.8% | +124.5% |
| 1Y | +75.5% | +8.2% | +67.2% | +67.0% |
| 3Y | +390.1% | +66.5% | +323.6% | +251.8% |
| 5Y | +77.1% | +1.2% | +75.9% | +49.7% |
| All | -7.3% | +19.5% | -26.8% | -31.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling