+148.4%
OSCR vs AS
+114.1%
+34.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.8% | +5.2% | +3.0% |
| 7D | +10.7% | -2.6% | +13.3% | +11.2% |
| 30D | +18.3% | -22.1% | +40.4% | +25.0% |
| 3M | +20.5% | -15.3% | +35.8% | +24.5% |
| 6M | +138.5% | -15.6% | +154.1% | +145.4% |
| YTD | +129.7% | -23.2% | +152.9% | +141.1% |
| 1Y | +62.8% | -21.7% | +84.5% | +69.6% |
| All | +148.4% | +114.1% | +34.3% | +112.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling