+105.1%
OSCR vs DD
+49.3%
+55.7%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.8% | +10.4% | +9.0% |
| 7D | +15.5% | +8.7% | +6.8% | +12.9% |
| 30D | +8.5% | +15.3% | -6.8% | +4.5% |
| 3M | +15.8% | +5.9% | +9.9% | +14.6% |
| 6M | +89.5% | +11.6% | +77.9% | +81.9% |
| YTD | +144.9% | +26.5% | +118.3% | +116.0% |
| 1Y | +105.1% | +35.4% | +69.7% | +74.5% |
| All | +105.1% | +49.3% | +55.7% | +74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling