-5.8%
OSCR vs BTG
+48.6%
-54.4%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | +1.6% | -3.8% | +5.4% | +2.4% |
| 30D | +10.7% | +3.6% | +7.0% | +9.5% |
| 3M | +13.4% | +32.0% | -18.7% | +5.6% |
| 6M | +144.6% | +3.4% | +141.2% | +138.0% |
| YTD | +128.0% | +20.8% | +107.3% | +110.6% |
| 1Y | +68.7% | +22.4% | +46.2% | +53.7% |
| 3Y | +398.8% | +91.7% | +307.1% | +287.4% |
| 5Y | +87.3% | +79.0% | +8.3% | +48.8% |
| All | -5.8% | +48.6% | -54.4% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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