-5.8%
OSCR vs CAPR
+44.6%
-50.4%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.3% | +0.6% |
| 7D | +1.6% | -11.0% | +12.6% | +1.8% |
| 30D | +10.7% | +99.8% | -89.1% | +9.1% |
| 3M | +13.4% | -66.6% | +79.9% | +14.0% |
| 6M | +144.6% | -75.1% | +219.6% | +146.9% |
| YTD | +128.0% | -71.0% | +199.0% | +129.4% |
| 1Y | +68.7% | +30.0% | +38.7% | +56.7% |
| 3Y | +398.8% | +29.0% | +369.8% | +289.8% |
| 5Y | +87.3% | +70.8% | +16.4% | +20.6% |
| All | -5.8% | +44.6% | -50.4% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling