-5.1%
OSCR vs ARWR
+5.6%
-10.7%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.8% | +2.8% |
| 7D | +10.7% | +2.9% | +7.8% | +9.7% |
| 30D | +18.3% | -2.9% | +21.2% | +19.2% |
| 3M | +20.5% | +15.2% | +5.3% | +13.7% |
| 6M | +138.5% | +42.3% | +96.2% | +109.3% |
| YTD | +129.7% | +28.2% | +101.5% | +106.3% |
| 1Y | +62.8% | +213.2% | -150.5% | +8.9% |
| 3Y | +411.8% | +184.6% | +227.1% | +205.1% |
| 5Y | +99.9% | +29.2% | +70.7% | +49.3% |
| All | -5.1% | +5.6% | -10.7% | -32.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling