+75.5%
OSCR vs DD
+41.5%
+34.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | -0.1% |
| 7D | +5.8% | -3.5% | +9.4% | +7.0% |
| 30D | +7.1% | -10.3% | +17.4% | +10.8% |
| 3M | +36.7% | -7.5% | +44.2% | +39.8% |
| 6M | +114.3% | -8.0% | +122.3% | +118.3% |
| YTD | +124.4% | +10.5% | +114.0% | +109.3% |
| 1Y | +75.5% | +38.3% | +37.2% | +39.9% |
| All | +75.5% | +41.5% | +34.0% | +39.9% |
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