-10.8%
OSCR vs AVAV
+4.0%
-14.8%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.7% | 0.0% | -2.1% |
| 7D | +1.3% | +4.2% | -2.9% | +0.2% |
| 30D | -9.5% | -2.6% | -7.0% | -9.9% |
| 3M | +0.9% | -38.0% | +38.8% | +12.2% |
| 6M | +31.5% | -27.0% | +58.5% | +36.4% |
| YTD | +116.1% | -51.4% | +167.5% | +142.6% |
| 1Y | +122.6% | -60.2% | +182.8% | +164.5% |
| 3Y | +356.6% | -6.7% | +363.3% | +282.5% |
| 5Y | +154.9% | +28.3% | +126.6% | +70.5% |
| All | -10.8% | +4.0% | -14.8% | -38.6% |
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