+398.8%
OSCR vs BLDR
-57.1%
+455.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | -0.1% |
| 7D | +1.6% | -8.2% | +9.9% | +4.1% |
| 30D | +10.7% | -16.6% | +27.3% | +16.5% |
| 3M | +13.4% | -23.2% | +36.5% | +20.5% |
| 6M | +144.6% | -33.7% | +178.3% | +171.3% |
| YTD | +128.0% | -41.3% | +169.4% | +161.1% |
| 1Y | +68.7% | -58.8% | +127.5% | +118.2% |
| 3Y | +398.8% | -57.5% | +456.2% | +482.0% |
| All | +398.8% | -57.1% | +455.9% | +482.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling