-5.8%
OSCR vs BR
+29.5%
-35.3%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.8% |
| 7D | +1.6% | -3.0% | +4.6% | +3.5% |
| 30D | +10.7% | -0.3% | +11.0% | +10.6% |
| 3M | +13.4% | +17.3% | -3.9% | +0.4% |
| 6M | +144.6% | -6.7% | +151.3% | +152.9% |
| YTD | +128.0% | -23.4% | +151.5% | +170.3% |
| 1Y | +68.7% | -32.7% | +101.3% | +120.1% |
| 3Y | +398.8% | -5.9% | +404.7% | +376.6% |
| 5Y | +87.3% | +8.4% | +78.8% | +53.6% |
| All | -5.8% | +29.5% | -35.3% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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