+91.5%
OSCR vs BG
+81.8%
+9.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.0% |
| 7D | +1.6% | +3.1% | -1.5% | +0.8% |
| 30D | +10.7% | +10.2% | +0.4% | +7.8% |
| 3M | +13.4% | -1.7% | +15.0% | +13.5% |
| 6M | +144.6% | +1.0% | +143.6% | +141.5% |
| YTD | +128.0% | +39.9% | +88.1% | +103.1% |
| 1Y | +68.7% | +53.2% | +15.4% | +44.7% |
| 3Y | +398.8% | +16.3% | +382.5% | +371.6% |
| All | +91.5% | +81.8% | +9.7% | +41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling