+383.4%
OSCR vs AVAV
+24.3%
+359.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -5.4% | +1.6% | -2.8% |
| 7D | +4.7% | -3.2% | +7.9% | +5.4% |
| 30D | +14.8% | -25.6% | +40.3% | +21.1% |
| 3M | +16.7% | -20.2% | +36.9% | +20.4% |
| 6M | +127.5% | -38.1% | +165.6% | +144.1% |
| YTD | +121.0% | -41.8% | +162.8% | +135.9% |
| 1Y | +58.4% | -39.0% | +97.4% | +71.4% |
| All | +383.4% | +24.3% | +359.1% | +324.0% |
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