-5.8%
OSCR vs BUD
+43.0%
-48.8%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.2% | +0.3% |
| 7D | +1.6% | -2.6% | +4.3% | +2.8% |
| 30D | +10.7% | -1.2% | +11.9% | +11.3% |
| 3M | +13.4% | -4.9% | +18.3% | +15.6% |
| 6M | +144.6% | +9.3% | +135.3% | +133.1% |
| YTD | +128.0% | +24.0% | +104.1% | +103.5% |
| 1Y | +68.7% | +34.5% | +34.1% | +43.7% |
| 3Y | +398.8% | +43.7% | +355.1% | +300.4% |
| 5Y | +87.3% | +46.0% | +41.2% | +44.9% |
| All | -5.8% | +43.0% | -48.8% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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