+162.8%
OSCR vs BTSG
+389.4%
-226.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.2% |
| 7D | +1.6% | -3.3% | +4.9% | +2.5% |
| 30D | +10.7% | -1.6% | +12.3% | +11.0% |
| 3M | +13.4% | -6.9% | +20.2% | +14.3% |
| 6M | +144.6% | +42.1% | +102.5% | +113.6% |
| YTD | +128.0% | +56.8% | +71.2% | +93.0% |
| 1Y | +68.7% | +109.8% | -41.2% | +30.9% |
| All | +162.8% | +389.4% | -226.6% | +75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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