+431.5%
OSCR vs CART
+12.5%
+419.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +2.3% |
| 7D | +1.1% | -8.7% | +9.7% | +3.1% |
| 30D | +16.5% | -4.4% | +20.8% | +17.5% |
| 3M | +17.0% | +14.6% | +2.4% | +12.7% |
| 6M | +145.0% | +24.4% | +120.6% | +130.1% |
| YTD | +126.7% | +5.0% | +121.7% | +121.3% |
| 1Y | +67.2% | +0.5% | +66.7% | +64.4% |
| All | +431.5% | +12.5% | +419.0% | +308.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CART 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling