+398.8%
OSCR vs CAPR
+32.6%
+366.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.3% | +0.6% |
| 7D | +1.6% | -11.0% | +12.6% | +1.6% |
| 30D | +10.7% | +99.8% | -89.1% | +10.5% |
| 3M | +13.4% | -66.6% | +79.9% | +13.3% |
| 6M | +144.6% | -75.1% | +219.6% | +144.4% |
| YTD | +128.0% | -71.0% | +199.0% | +127.9% |
| 1Y | +68.7% | +30.0% | +38.7% | +67.4% |
| 3Y | +398.8% | +29.0% | +369.8% | +372.1% |
| All | +398.8% | +32.6% | +366.1% | +372.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling