-2.8%
OSCR vs BG
+76.9%
-79.7%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.0% | +4.1% | +3.4% |
| 7D | +4.8% | +2.1% | +2.7% | +4.2% |
| 30D | +3.2% | +7.3% | -4.1% | +1.1% |
| 3M | +19.6% | -4.1% | +23.7% | +20.6% |
| 6M | +155.6% | -1.6% | +157.2% | +154.2% |
| YTD | +135.3% | +38.6% | +96.7% | +109.4% |
| 1Y | +74.9% | +52.3% | +22.6% | +49.6% |
| 3Y | +441.8% | +14.7% | +427.1% | +411.2% |
| 5Y | +90.3% | +80.1% | +10.2% | +43.6% |
| All | -2.8% | +76.9% | -79.7% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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