-5.8%
OSCR vs ALM
+647.5%
-653.3%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.5% | +7.1% | +1.0% |
| 7D | +1.6% | -11.8% | +13.5% | +2.3% |
| 30D | +10.7% | +7.8% | +2.9% | +9.9% |
| 3M | +13.4% | -9.3% | +22.6% | +13.3% |
| 6M | +144.6% | -30.5% | +175.0% | +146.0% |
| YTD | +128.0% | +75.8% | +52.2% | +117.0% |
| 1Y | +68.7% | +241.2% | -172.5% | +54.7% |
| 3Y | +398.8% | +1,872.6% | -1,473.8% | +309.9% |
| 5Y | +87.3% | +849.6% | -762.3% | +59.8% |
| All | -5.8% | +647.5% | -653.3% | -15.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling