-5.8%
OSCR vs ARWR
+2.8%
-8.6%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +1.6% | -4.0% | +5.7% | +2.9% |
| 30D | +10.7% | -5.0% | +15.7% | +12.3% |
| 3M | +13.4% | +11.3% | +2.0% | +8.1% |
| 6M | +144.6% | +42.6% | +102.0% | +114.4% |
| YTD | +128.0% | +24.8% | +103.3% | +106.5% |
| 1Y | +68.7% | +178.8% | -110.1% | +17.0% |
| 3Y | +398.8% | +183.3% | +215.4% | +196.9% |
| 5Y | +87.3% | +29.5% | +57.8% | +39.6% |
| All | -5.8% | +2.8% | -8.6% | -32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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