+105.1%
OSCR vs BWA
+17.4%
+87.7%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.5% | +11.1% | +9.0% |
| 7D | +15.5% | -9.9% | +25.3% | +17.3% |
| 30D | +8.5% | -16.4% | +24.9% | +11.5% |
| 3M | +15.8% | -19.8% | +35.7% | +19.6% |
| 6M | +89.5% | -10.0% | +99.5% | +86.9% |
| YTD | +144.9% | +12.7% | +132.1% | +127.5% |
| 1Y | +105.1% | +15.7% | +89.4% | +92.1% |
| All | +105.1% | +17.4% | +87.7% | +92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling