+398.8%
OSCR vs BG
+18.0%
+380.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.7% |
| 7D | +1.6% | +3.1% | -1.5% | +1.4% |
| 30D | +10.7% | +10.2% | +0.4% | +9.8% |
| 3M | +13.4% | -1.7% | +15.0% | +13.8% |
| 6M | +144.6% | +1.0% | +143.6% | +143.7% |
| YTD | +128.0% | +39.9% | +88.1% | +116.9% |
| 1Y | +68.7% | +53.2% | +15.4% | +57.4% |
| 3Y | +398.8% | +16.3% | +382.5% | +386.2% |
| All | +398.8% | +18.0% | +380.8% | +386.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling