+75.5%
OSCR vs BAH
-28.2%
+103.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.3% |
| 7D | +5.8% | -3.2% | +9.1% | +6.6% |
| 30D | +7.1% | +2.0% | +5.1% | +6.7% |
| 3M | +36.7% | -7.6% | +44.3% | +39.7% |
| 6M | +114.3% | -5.7% | +120.0% | +117.3% |
| YTD | +124.4% | -11.7% | +136.2% | +124.7% |
| 1Y | +75.5% | -27.4% | +102.8% | +97.8% |
| All | +75.5% | -28.2% | +103.7% | +97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 1y: compounded portfolio wealth divided by compounded BAH 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…
1y analysis · Full analysis span regression · 6 months rolling