-11.9%
OSCR vs BURL
-3.8%
-8.1%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.6% | -6.0% | -7.2% |
| 7D | +0.9% | +4.1% | -3.2% | -0.1% |
| 30D | -6.9% | -9.5% | +2.6% | -4.1% |
| 3M | +15.5% | -33.5% | +49.0% | +29.5% |
| 6M | +54.5% | -22.1% | +76.6% | +63.0% |
| YTD | +113.3% | -14.6% | +127.9% | +117.1% |
| 1Y | +85.1% | -8.4% | +93.4% | +82.0% |
| 3Y | +436.8% | +86.6% | +350.2% | +299.2% |
| 5Y | +80.3% | -17.2% | +97.5% | +58.1% |
| All | -11.9% | -3.8% | -8.1% | -21.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling