+75.5%
OSCR vs ARMK
+47.4%
+28.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.4% |
| 7D | +5.8% | -2.4% | +8.2% | +6.9% |
| 30D | +7.1% | 0.0% | +7.1% | +7.4% |
| 3M | +36.7% | +6.7% | +30.0% | +32.7% |
| 6M | +114.3% | +38.8% | +75.5% | +80.9% |
| YTD | +124.4% | +55.2% | +69.2% | +79.3% |
| 1Y | +75.5% | +46.6% | +28.9% | +44.4% |
| All | +75.5% | +47.4% | +28.1% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 1y: compounded portfolio wealth divided by compounded ARMK 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…
1y analysis · Full analysis span regression · 6 months rolling