+395.9%
OSCR vs ARMK
+120.6%
+275.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.8% | +2.7% |
| 7D | +1.1% | -0.9% | +2.0% | +1.4% |
| 30D | +16.5% | -5.9% | +22.4% | +19.3% |
| 3M | +17.0% | +6.7% | +10.3% | +14.0% |
| 6M | +145.0% | +42.5% | +102.4% | +112.3% |
| YTD | +126.7% | +55.1% | +71.6% | +90.2% |
| 1Y | +67.2% | +50.3% | +16.9% | +41.7% |
| All | +395.9% | +120.6% | +275.3% | +234.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling