+356.6%
OSCR vs AVAV
-3.9%
+360.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.7% | 0.0% | -2.3% |
| 7D | +1.3% | +4.2% | -2.9% | +0.5% |
| 30D | -9.5% | -2.6% | -7.0% | -9.7% |
| 3M | +0.9% | -38.0% | +38.8% | +8.8% |
| 6M | +31.5% | -27.0% | +58.5% | +35.5% |
| YTD | +116.1% | -51.4% | +167.5% | +135.7% |
| 1Y | +122.6% | -60.2% | +182.8% | +151.8% |
| 3Y | +356.6% | -6.7% | +363.3% | +360.1% |
| All | +356.6% | -3.9% | +360.5% | +360.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling