-6.4%
OSCR vs DBX
+52.8%
-59.2%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +1.8% |
| 7D | +1.1% | -1.8% | +2.9% | +2.0% |
| 30D | +16.5% | +2.8% | +13.6% | +13.8% |
| 3M | +17.0% | +26.8% | -9.8% | -0.1% |
| 6M | +145.0% | +32.8% | +112.2% | +98.7% |
| YTD | +126.7% | +26.1% | +100.6% | +89.4% |
| 1Y | +67.2% | +14.1% | +53.1% | +49.4% |
| 3Y | +405.1% | +25.7% | +379.4% | +291.0% |
| 5Y | +86.2% | +11.2% | +75.0% | +46.2% |
| All | -6.4% | +52.8% | -59.2% | -41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling