+411.8%
OSCR vs BURL
+64.3%
+347.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.7% | +6.1% | +3.2% |
| 7D | +10.7% | -2.6% | +13.2% | +11.3% |
| 30D | +18.3% | -30.8% | +49.1% | +28.7% |
| 3M | +20.5% | -18.7% | +39.2% | +25.9% |
| 6M | +138.5% | -16.4% | +154.9% | +144.9% |
| YTD | +129.7% | -11.6% | +141.3% | +130.8% |
| 1Y | +62.8% | -12.0% | +74.8% | +61.8% |
| 3Y | +411.8% | +63.6% | +348.2% | +283.2% |
| All | +411.8% | +64.3% | +347.5% | +283.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling