-5.1%
OSCR vs CAPR
+56.5%
-61.6%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.6% | +6.0% | +2.4% |
| 7D | +10.7% | -9.5% | +20.2% | +10.8% |
| 30D | +18.3% | +121.5% | -103.2% | +16.4% |
| 3M | +20.5% | -65.4% | +85.9% | +21.1% |
| 6M | +138.5% | -67.5% | +206.0% | +139.7% |
| YTD | +129.7% | -68.6% | +198.3% | +130.7% |
| 1Y | +62.8% | +42.7% | +20.1% | +50.9% |
| 3Y | +411.8% | +43.4% | +368.4% | +297.3% |
| 5Y | +99.9% | +86.0% | +13.9% | +28.4% |
| All | -5.1% | +56.5% | -61.6% | -41.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling