+151.3%
OSCR vs BIYA
-99.8%
+251.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +0.6% |
| 7D | +1.6% | -1.8% | +3.4% | +1.6% |
| 30D | +10.7% | -17.5% | +28.1% | +10.9% |
| 3M | +13.4% | -78.0% | +91.4% | +14.5% |
| 6M | +144.6% | -89.5% | +234.0% | +145.3% |
| YTD | +128.0% | -94.3% | +222.3% | +130.4% |
| 1Y | +68.7% | -98.6% | +167.2% | +79.1% |
| All | +151.3% | -99.8% | +251.1% | +178.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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