+395.9%
OSCR vs COO
-38.4%
+434.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -14.7% | +17.2% | +9.1% |
| 7D | +1.1% | -23.3% | +24.4% | +13.1% |
| 30D | +16.5% | -29.5% | +46.0% | +35.9% |
| 3M | +17.0% | -20.0% | +37.0% | +28.1% |
| 6M | +145.0% | -27.2% | +172.2% | +180.1% |
| YTD | +126.7% | -33.9% | +160.6% | +171.3% |
| 1Y | +67.2% | -19.9% | +87.2% | +81.9% |
| All | +395.9% | -38.4% | +434.3% | +456.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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