+398.8%
OSCR vs BAH
-27.9%
+426.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | +1.6% | +4.3% | -2.6% | +1.0% |
| 30D | +10.7% | -2.5% | +13.1% | +11.0% |
| 3M | +13.4% | -0.9% | +14.3% | +13.4% |
| 6M | +144.6% | +1.5% | +143.1% | +143.7% |
| YTD | +128.0% | -8.0% | +136.0% | +129.1% |
| 1Y | +68.7% | -24.7% | +93.4% | +73.4% |
| 3Y | +398.8% | -28.4% | +427.2% | +367.3% |
| All | +398.8% | -27.9% | +426.7% | +367.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling