+91.5%
OSCR vs ALM
+839.2%
-747.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.5% | +7.1% | +0.9% |
| 7D | +1.6% | -11.8% | +13.5% | +2.2% |
| 30D | +10.7% | +7.8% | +2.9% | +10.0% |
| 3M | +13.4% | -9.3% | +22.6% | +13.3% |
| 6M | +144.6% | -30.5% | +175.0% | +145.7% |
| YTD | +128.0% | +75.8% | +52.2% | +118.4% |
| 1Y | +68.7% | +241.2% | -172.5% | +56.8% |
| 3Y | +398.8% | +1,872.6% | -1,473.8% | +330.8% |
| All | +91.5% | +839.2% | -747.7% | +71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling