-6.4%
OSCR vs BB
-28.1%
+21.7%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.7% | +5.3% | +3.4% |
| 7D | +1.1% | -2.1% | +3.1% | +1.6% |
| 30D | +16.5% | -16.0% | +32.5% | +21.8% |
| 3M | +17.0% | -14.5% | +31.5% | +19.3% |
| 6M | +145.0% | +118.6% | +26.4% | +81.7% |
| YTD | +126.7% | +98.9% | +27.8% | +73.3% |
| 1Y | +67.2% | +99.5% | -32.2% | +26.1% |
| 3Y | +405.1% | +65.4% | +339.8% | +271.1% |
| 5Y | +86.2% | -27.6% | +113.8% | +68.9% |
| All | -6.4% | -28.1% | +21.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling