+68.7%
OSCR vs BG
+53.0%
+15.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.5% |
| 7D | +1.6% | +3.1% | -1.5% | +1.8% |
| 30D | +10.7% | +10.2% | +0.4% | +11.1% |
| 3M | +13.4% | -1.7% | +15.0% | +14.2% |
| 6M | +144.6% | +1.0% | +143.6% | +143.9% |
| YTD | +128.0% | +39.9% | +88.1% | +120.4% |
| 1Y | +68.7% | +53.2% | +15.4% | +58.3% |
| All | +68.7% | +53.0% | +15.7% | +58.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling