-5.8%
OSCR vs BLDR
+37.4%
-43.2%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | -0.4% |
| 7D | +1.6% | -8.2% | +9.9% | +5.2% |
| 30D | +10.7% | -16.6% | +27.3% | +19.2% |
| 3M | +13.4% | -23.2% | +36.5% | +23.6% |
| 6M | +144.6% | -33.7% | +178.3% | +182.1% |
| YTD | +128.0% | -41.3% | +169.4% | +174.7% |
| 1Y | +68.7% | -58.8% | +127.5% | +140.3% |
| 3Y | +398.8% | -57.5% | +456.2% | +529.2% |
| 5Y | +87.3% | +12.9% | +74.4% | +40.4% |
| All | -5.8% | +37.4% | -43.2% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 10y: compounded portfolio wealth divided by compounded BLDR 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…
10y analysis · Full analysis span regression · 6 months rolling