-6.4%
OSCR vs BLDR
+34.2%
-40.6%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.9% | +6.5% | +4.3% |
| 7D | +1.1% | -8.1% | +9.2% | +4.6% |
| 30D | +16.5% | -21.5% | +38.0% | +28.6% |
| 3M | +17.0% | -21.0% | +38.0% | +25.9% |
| 6M | +145.0% | -37.1% | +182.0% | +189.1% |
| YTD | +126.7% | -42.7% | +169.4% | +175.9% |
| 1Y | +67.2% | -58.0% | +125.2% | +135.3% |
| 3Y | +405.1% | -57.8% | +463.0% | +538.0% |
| 5Y | +86.2% | +10.3% | +75.9% | +41.0% |
| All | -6.4% | +34.2% | -40.6% | -34.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling