-10.8%
OSCR vs BURL
-5.3%
-5.5%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.6% | +0.8% | -1.7% |
| 7D | +1.3% | -1.6% | +2.9% | +1.8% |
| 30D | -9.5% | -7.7% | -1.8% | -7.3% |
| 3M | +0.9% | -31.7% | +32.5% | +12.3% |
| 6M | +31.5% | -15.2% | +46.6% | +35.0% |
| YTD | +116.1% | -15.9% | +132.0% | +120.9% |
| 1Y | +122.6% | -14.2% | +136.8% | +123.7% |
| 3Y | +356.6% | +93.5% | +263.1% | +234.8% |
| 5Y | +154.9% | -9.9% | +164.8% | +121.6% |
| All | -10.8% | -5.3% | -5.5% | -19.7% |
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