-3.8%
OSCR vs BURL
-1.0%
-2.8%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.3% | +5.4% | +4.5% |
| 7D | +3.3% | +5.9% | -2.6% | +1.7% |
| 30D | +0.3% | -8.3% | +8.6% | +2.9% |
| 3M | +21.0% | -31.6% | +52.6% | +34.6% |
| 6M | +57.1% | -16.6% | +73.7% | +62.3% |
| YTD | +132.9% | -12.1% | +145.0% | +135.0% |
| 1Y | +129.1% | -10.0% | +139.1% | +127.1% |
| 3Y | +370.7% | +94.3% | +276.5% | +245.8% |
| 5Y | +102.6% | -13.2% | +115.8% | +76.4% |
| All | -3.8% | -1.0% | -2.8% | -14.6% |
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