+99.9%
OSCR vs COMP
-32.0%
+132.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.3% | +5.7% | +3.3% |
| 7D | +10.7% | +4.1% | +6.6% | +9.4% |
| 30D | +18.3% | -14.5% | +32.9% | +23.6% |
| 3M | +20.5% | +41.8% | -21.3% | +7.4% |
| 6M | +138.5% | +23.6% | +114.9% | +116.8% |
| YTD | +129.7% | +1.7% | +128.0% | +118.8% |
| 1Y | +62.8% | +12.6% | +50.2% | +49.2% |
| 3Y | +411.8% | +221.9% | +189.9% | +204.6% |
| 5Y | +99.9% | -28.1% | +128.1% | +75.3% |
| All | +99.9% | -32.0% | +132.0% | +75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling