+58.4%
OSCR vs BURL
-17.0%
+75.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -6.4% | +2.6% | -3.6% |
| 7D | +4.7% | -7.0% | +11.7% | +5.0% |
| 30D | +14.8% | -35.6% | +50.4% | +15.6% |
| 3M | +16.7% | -26.3% | +43.0% | +17.6% |
| 6M | +127.5% | -20.7% | +148.2% | +128.6% |
| YTD | +121.0% | -17.2% | +138.2% | +119.6% |
| 1Y | +58.4% | -15.0% | +73.5% | +52.3% |
| All | +58.4% | -17.0% | +75.4% | +52.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling