+91.5%
OSCR vs BLDR
+10.9%
+80.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | -0.5% |
| 7D | +1.6% | -8.2% | +9.9% | +5.4% |
| 30D | +10.7% | -16.6% | +27.3% | +19.8% |
| 3M | +13.4% | -23.2% | +36.5% | +24.2% |
| 6M | +144.6% | -33.7% | +178.3% | +184.4% |
| YTD | +128.0% | -41.3% | +169.4% | +177.6% |
| 1Y | +68.7% | -58.8% | +127.5% | +145.8% |
| 3Y | +398.8% | -57.5% | +456.2% | +529.3% |
| All | +91.5% | +10.9% | +80.6% | +29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling