-5.8%
OSCR vs ARMK
+122.3%
-128.2%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.6% | -1.4% |
| 7D | +1.6% | +3.1% | -1.5% | -0.3% |
| 30D | +10.7% | -2.8% | +13.5% | +12.7% |
| 3M | +13.4% | +7.6% | +5.8% | +7.8% |
| 6M | +144.6% | +47.9% | +96.7% | +88.7% |
| YTD | +128.0% | +60.0% | +68.0% | +66.7% |
| 1Y | +68.7% | +52.2% | +16.4% | +26.9% |
| 3Y | +398.8% | +131.4% | +267.4% | +155.2% |
| 5Y | +87.3% | +163.2% | -76.0% | -9.5% |
| All | -5.8% | +122.3% | -128.2% | -52.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling