-6.4%
OSCR vs BBWI
-55.9%
+49.5%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.0% | +3.1% |
| 7D | +1.1% | -8.0% | +9.1% | +4.1% |
| 30D | +16.5% | -6.6% | +23.1% | +18.9% |
| 3M | +17.0% | -2.7% | +19.7% | +16.3% |
| 6M | +145.0% | -12.8% | +157.7% | +149.5% |
| YTD | +126.7% | -10.5% | +137.2% | +125.7% |
| 1Y | +67.2% | -35.3% | +102.6% | +86.9% |
| 3Y | +405.1% | -47.7% | +452.9% | +478.7% |
| 5Y | +86.2% | -68.9% | +155.0% | +135.9% |
| All | -6.4% | -55.9% | +49.5% | +14.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling