+99.2%
OSCR vs BURL
-11.0%
+110.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.8% |
| 7D | +5.8% | -2.8% | +8.6% | +6.8% |
| 30D | +7.1% | -28.2% | +35.3% | +19.0% |
| 3M | +36.7% | -17.6% | +54.2% | +44.5% |
| 6M | +114.3% | -11.8% | +126.1% | +118.0% |
| YTD | +124.4% | -8.1% | +132.6% | +124.2% |
| 1Y | +75.5% | -12.0% | +87.4% | +75.9% |
| 3Y | +390.1% | +63.3% | +326.8% | +268.9% |
| All | +99.2% | -11.0% | +110.2% | +106.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling