-6.4%
OSCR vs AVAV
+30.2%
-36.6%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.5% | -1.9% | +1.4% |
| 7D | +1.1% | -0.1% | +1.1% | +1.1% |
| 30D | +16.5% | -25.0% | +41.5% | +25.2% |
| 3M | +17.0% | -15.0% | +31.9% | +19.7% |
| 6M | +145.0% | -33.6% | +178.6% | +164.4% |
| YTD | +126.7% | -39.2% | +165.9% | +143.9% |
| 1Y | +67.2% | -40.5% | +107.7% | +81.6% |
| 3Y | +405.1% | +29.6% | +375.5% | +289.3% |
| 5Y | +86.2% | +56.7% | +29.5% | +19.5% |
| All | -6.4% | +30.2% | -36.6% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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