+395.9%
OSCR vs ALM
+1,934.4%
-1,538.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -9.6% | +12.2% | +3.1% |
| 7D | +1.1% | -7.1% | +8.2% | +1.4% |
| 30D | +16.5% | +24.7% | -8.2% | +14.7% |
| 3M | +17.0% | +8.3% | +8.7% | +15.6% |
| 6M | +145.0% | -22.2% | +167.1% | +144.5% |
| YTD | +126.7% | +88.1% | +38.6% | +115.1% |
| 1Y | +67.2% | +272.4% | -205.1% | +53.7% |
| All | +395.9% | +1,934.4% | -1,538.5% | +322.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling