+105.1%
OSCR vs ALM
+44.8%
+60.3%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.2% | +7.4% | +8.5% |
| 7D | +15.5% | -6.4% | +21.8% | +16.1% |
| 30D | +8.5% | -35.0% | +43.5% | +12.7% |
| 3M | +15.8% | -33.8% | +49.6% | +19.2% |
| 6M | +89.5% | -55.0% | +144.5% | +100.2% |
| YTD | +144.9% | -0.2% | +145.1% | +118.4% |
| 1Y | +105.1% | +41.8% | +63.3% | +55.6% |
| All | +105.1% | +44.8% | +60.3% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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