-8.7%
OSCR vs ARMK
+116.1%
-124.8%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.2% | -2.6% | -3.1% |
| 7D | +4.7% | +0.3% | +4.4% | +4.6% |
| 30D | +14.8% | +2.4% | +12.4% | +13.0% |
| 3M | +16.7% | +6.1% | +10.6% | +12.0% |
| 6M | +127.5% | +41.8% | +85.8% | +80.4% |
| YTD | +121.0% | +55.5% | +65.5% | +64.5% |
| 1Y | +58.4% | +49.6% | +8.8% | +20.5% |
| 3Y | +392.4% | +122.8% | +269.6% | +158.6% |
| 5Y | +80.5% | +151.0% | -70.5% | -10.7% |
| All | -8.7% | +116.1% | -124.8% | -52.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling