+139.0%
OSCR vs AS
+107.2%
+31.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.2% | -0.6% | -3.1% |
| 7D | +4.7% | -2.8% | +7.5% | +5.3% |
| 30D | +14.8% | -23.2% | +38.0% | +21.6% |
| 3M | +16.7% | -20.1% | +36.8% | +22.2% |
| 6M | +127.5% | -18.5% | +146.0% | +136.0% |
| YTD | +121.0% | -25.6% | +146.7% | +133.8% |
| 1Y | +58.4% | -24.4% | +82.8% | +66.3% |
| All | +139.0% | +107.2% | +31.7% | +105.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling