-5.8%
OSCR vs BB
-26.8%
+21.0%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.1% |
| 7D | +1.6% | -0.4% | +2.0% | +1.7% |
| 30D | +10.7% | -12.5% | +23.2% | +14.4% |
| 3M | +13.4% | -17.4% | +30.8% | +16.9% |
| 6M | +144.6% | +119.1% | +25.4% | +81.4% |
| YTD | +128.0% | +102.4% | +25.7% | +73.5% |
| 1Y | +68.7% | +98.2% | -29.5% | +27.5% |
| 3Y | +398.8% | +46.9% | +351.8% | +285.5% |
| 5Y | +87.3% | -26.4% | +113.6% | +69.0% |
| All | -5.8% | -26.8% | +21.0% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling