+86.2%
OSCR vs CAPR
+66.0%
+20.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.9% | +6.5% | +2.6% |
| 7D | +1.1% | -10.6% | +11.6% | +1.2% |
| 30D | +16.5% | +111.2% | -94.7% | +15.2% |
| 3M | +17.0% | -67.2% | +84.2% | +17.4% |
| 6M | +145.0% | -75.1% | +220.1% | +146.6% |
| YTD | +126.7% | -71.2% | +198.0% | +127.6% |
| 1Y | +67.2% | +31.1% | +36.1% | +58.4% |
| 3Y | +405.1% | +31.3% | +373.8% | +317.7% |
| 5Y | +86.2% | +69.4% | +16.8% | +14.7% |
| All | +86.2% | +66.0% | +20.2% | +14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling