-7.6%
OSCR vs BURL
+0.3%
-7.9%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.2% | +0.6% | +3.6% |
| 7D | +3.7% | +7.7% | -4.0% | +1.6% |
| 30D | -3.7% | -7.1% | +3.5% | -1.6% |
| 3M | +15.2% | -30.3% | +45.5% | +27.4% |
| 6M | +50.8% | -15.5% | +66.4% | +55.3% |
| YTD | +123.7% | -11.0% | +134.6% | +124.9% |
| 1Y | +81.4% | -8.4% | +89.8% | +78.8% |
| 3Y | +376.1% | +96.7% | +279.5% | +248.6% |
| 5Y | +97.7% | -14.1% | +111.7% | +71.2% |
| All | -7.6% | +0.3% | -7.9% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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