-5.8%
OSCR vs DBX
+55.0%
-60.8%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | -0.3% |
| 7D | +1.6% | +2.1% | -0.5% | +0.2% |
| 30D | +10.7% | +5.7% | +4.9% | +6.4% |
| 3M | +13.4% | +31.8% | -18.4% | -5.4% |
| 6M | +144.6% | +37.5% | +107.1% | +94.1% |
| YTD | +128.0% | +27.9% | +100.1% | +88.9% |
| 1Y | +68.7% | +15.0% | +53.6% | +50.0% |
| 3Y | +398.8% | +27.2% | +371.6% | +283.7% |
| 5Y | +87.3% | +12.8% | +74.5% | +45.8% |
| All | -5.8% | +55.0% | -60.8% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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