-6.4%
OSCR vs BAH
+7.0%
-13.4%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.8% | -2.2% | +1.7% |
| 7D | +1.1% | +2.4% | -1.4% | +0.6% |
| 30D | +16.5% | -2.9% | +19.4% | +17.1% |
| 3M | +17.0% | -1.3% | +18.3% | +17.0% |
| 6M | +145.0% | -0.9% | +145.9% | +144.4% |
| YTD | +126.7% | -8.2% | +135.0% | +128.0% |
| 1Y | +67.2% | -24.0% | +91.2% | +73.7% |
| 3Y | +405.1% | -28.1% | +433.2% | +395.4% |
| 5Y | +86.2% | +2.5% | +83.7% | +58.4% |
| All | -6.4% | +7.0% | -13.4% | -22.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling