-5.8%
OSCR vs BN
+78.6%
-84.4%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.1% | +0.2% |
| 7D | +1.6% | -5.2% | +6.8% | +5.6% |
| 30D | +10.7% | -14.5% | +25.1% | +24.1% |
| 3M | +13.4% | -15.0% | +28.3% | +27.4% |
| 6M | +144.6% | -5.4% | +150.0% | +150.4% |
| YTD | +128.0% | -16.4% | +144.5% | +155.5% |
| 1Y | +68.7% | -16.2% | +84.9% | +88.5% |
| 3Y | +398.8% | +67.5% | +331.3% | +196.7% |
| 5Y | +87.3% | +34.1% | +53.1% | +40.4% |
| All | -5.8% | +78.6% | -84.4% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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