-7.3%
OSCR vs BURL
+3.5%
-10.8%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.7% |
| 7D | +5.8% | -2.8% | +8.6% | +6.7% |
| 30D | +7.1% | -28.2% | +35.3% | +17.8% |
| 3M | +36.7% | -17.6% | +54.2% | +43.8% |
| 6M | +114.3% | -11.8% | +126.1% | +117.8% |
| YTD | +124.4% | -8.1% | +132.6% | +124.4% |
| 1Y | +75.5% | -12.0% | +87.4% | +76.0% |
| 3Y | +390.1% | +63.3% | +326.8% | +283.7% |
| 5Y | +77.1% | -10.8% | +87.9% | +52.4% |
| All | -7.3% | +3.5% | -10.8% | -18.5% |
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