-5.1%
OSCR vs AR
+305.0%
-310.1%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.6% |
| 7D | +10.7% | -1.8% | +12.5% | +11.2% |
| 30D | +18.3% | +12.6% | +5.7% | +14.7% |
| 3M | +20.5% | +10.0% | +10.5% | +17.1% |
| 6M | +138.5% | +0.6% | +137.9% | +135.4% |
| YTD | +129.7% | +13.4% | +116.3% | +118.3% |
| 1Y | +62.8% | +21.7% | +41.1% | +51.4% |
| 3Y | +411.8% | +45.8% | +366.0% | +337.0% |
| 5Y | +99.9% | +144.3% | -44.3% | +42.2% |
| All | -5.1% | +305.0% | -310.1% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 all: compounded portfolio wealth divided by compounded AR 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…
all analysis · Full analysis span regression · 6 months rolling