+411.8%
OSCR vs COMP
+221.9%
+189.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.3% | +5.7% | +3.1% |
| 7D | +10.7% | +4.1% | +6.6% | +9.6% |
| 30D | +18.3% | -14.5% | +32.9% | +22.5% |
| 3M | +20.5% | +41.8% | -21.3% | +9.9% |
| 6M | +138.5% | +23.6% | +114.9% | +120.8% |
| YTD | +129.7% | +1.7% | +128.0% | +120.5% |
| 1Y | +62.8% | +12.6% | +50.2% | +51.8% |
| 3Y | +411.8% | +221.9% | +189.9% | +223.0% |
| All | +411.8% | +221.9% | +189.9% | +223.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling