-5.8%
OSCR vs APD
+27.1%
-32.9%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.3% | +0.9% |
| 7D | +1.6% | -3.3% | +4.9% | +2.9% |
| 30D | +10.7% | -4.2% | +14.8% | +12.5% |
| 3M | +13.4% | +5.4% | +7.9% | +10.8% |
| 6M | +144.6% | +6.3% | +138.3% | +137.0% |
| YTD | +128.0% | +20.3% | +107.7% | +109.2% |
| 1Y | +68.7% | +1.6% | +67.1% | +66.1% |
| 3Y | +398.8% | +4.0% | +394.8% | +368.1% |
| 5Y | +87.3% | +23.3% | +63.9% | +54.4% |
| All | -5.8% | +27.1% | -32.9% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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