+91.5%
OSCR vs BAH
+2.5%
+89.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | +1.6% | +4.3% | -2.6% | +0.9% |
| 30D | +10.7% | -2.5% | +13.1% | +11.1% |
| 3M | +13.4% | -0.9% | +14.3% | +13.3% |
| 6M | +144.6% | +1.5% | +143.1% | +143.1% |
| YTD | +128.0% | -8.0% | +136.0% | +129.2% |
| 1Y | +68.7% | -24.7% | +93.4% | +75.2% |
| 3Y | +398.8% | -28.4% | +427.2% | +388.8% |
| All | +91.5% | +2.5% | +89.0% | +61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling