+105.1%
OSCR vs BAH
+6.2%
+98.9%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.5% | +7.1% | +8.3% |
| 7D | +15.5% | +5.8% | +9.7% | +14.4% |
| 30D | +8.5% | +28.7% | -20.2% | +4.0% |
| 3M | +15.8% | +20.9% | -5.1% | +12.2% |
| 6M | +89.5% | +15.2% | +74.3% | +86.5% |
| YTD | +144.9% | +7.1% | +137.8% | +133.7% |
| 1Y | +105.1% | +6.4% | +98.7% | +94.6% |
| All | +105.1% | +6.2% | +98.9% | +94.6% |
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