+25.4%
OSCR vs COMP
-52.3%
+77.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.1% | +7.7% | +4.1% |
| 7D | +1.1% | -8.4% | +9.5% | +3.5% |
| 30D | +16.5% | -20.2% | +36.7% | +24.0% |
| 3M | +17.0% | +28.1% | -11.1% | +7.5% |
| 6M | +145.0% | +14.9% | +130.1% | +127.3% |
| YTD | +126.7% | -4.2% | +130.9% | +119.5% |
| 1Y | +67.2% | +10.2% | +57.0% | +54.1% |
| 3Y | +405.1% | +203.3% | +201.8% | +205.8% |
| 5Y | +86.2% | -29.2% | +115.4% | +58.9% |
| All | +25.4% | -52.3% | +77.7% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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