+149.8%
OSCR vs BIYA
-99.8%
+249.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.6% |
| 7D | +1.1% | -1.3% | +2.4% | +1.1% |
| 30D | +16.5% | -15.9% | +32.4% | +16.7% |
| 3M | +17.0% | -81.2% | +98.2% | +18.3% |
| 6M | +145.0% | -88.2% | +233.2% | +145.3% |
| YTD | +126.7% | -94.1% | +220.9% | +129.0% |
| 1Y | +67.2% | -98.7% | +165.9% | +77.9% |
| All | +149.8% | -99.8% | +249.6% | +176.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling