-5.8%
OSCR vs BRO
+49.5%
-55.3%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | +1.6% | -7.3% | +8.9% | +6.0% |
| 30D | +10.7% | -6.9% | +17.5% | +15.1% |
| 3M | +13.4% | +10.7% | +2.7% | +6.0% |
| 6M | +144.6% | -2.7% | +147.2% | +144.9% |
| YTD | +128.0% | -16.3% | +144.4% | +148.8% |
| 1Y | +68.7% | -29.1% | +97.7% | +102.5% |
| 3Y | +398.8% | -7.8% | +406.6% | +382.0% |
| 5Y | +87.3% | +18.7% | +68.5% | +57.5% |
| All | -5.8% | +49.5% | -55.3% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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