+127.5%
OSCR vs BBWI
-11.4%
+138.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -6.3% | +2.5% | -2.8% |
| 7D | +4.7% | -4.4% | +9.1% | +5.5% |
| 30D | +14.8% | -7.4% | +22.2% | +16.0% |
| 3M | +16.7% | -2.2% | +18.9% | +16.3% |
| 6M | +127.5% | -16.3% | +143.8% | +135.4% |
| All | +127.5% | -11.4% | +138.9% | +135.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 6mo: compounded portfolio wealth divided by compounded BBWI 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…
6mo analysis · Full analysis span regression · 6 months rolling