+141.6%
OSCR vs AS
+131.9%
+9.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.4% | -1.6% | -3.5% |
| 7D | -8.8% | -3.0% | -5.7% | -8.1% |
| 30D | -5.6% | +9.6% | -15.1% | -7.5% |
| 3M | +14.8% | -8.2% | +23.0% | +16.8% |
| 6M | +46.0% | -9.9% | +55.9% | +48.3% |
| YTD | +123.5% | -16.8% | +140.2% | +130.3% |
| 1Y | +116.2% | +3.0% | +113.2% | +112.9% |
| All | +141.6% | +131.9% | +9.7% | +102.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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