-5.1%
OSCR vs COO
-29.8%
+24.7%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.7% | +5.1% | +4.1% |
| 7D | +10.7% | -2.3% | +13.0% | +12.3% |
| 30D | +18.3% | -8.8% | +27.1% | +25.4% |
| 3M | +20.5% | +1.3% | +19.2% | +18.8% |
| 6M | +138.5% | -11.6% | +150.1% | +156.4% |
| YTD | +129.7% | -17.4% | +147.1% | +157.5% |
| 1Y | +62.8% | -1.6% | +64.4% | +61.9% |
| 3Y | +411.8% | -22.6% | +434.4% | +462.3% |
| 5Y | +99.9% | -40.3% | +140.3% | +139.7% |
| All | -5.1% | -29.8% | +24.7% | +17.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling