+398.8%
OSCR vs DD
+41.1%
+357.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.8% | +0.7% |
| 7D | +1.6% | -3.5% | +5.1% | +2.7% |
| 30D | +10.7% | -11.7% | +22.3% | +14.7% |
| 3M | +13.4% | -9.2% | +22.6% | +16.5% |
| 6M | +144.6% | -7.2% | +151.7% | +148.2% |
| YTD | +128.0% | +6.6% | +121.4% | +121.7% |
| 1Y | +68.7% | +32.0% | +36.7% | +53.4% |
| 3Y | +398.8% | +42.1% | +356.6% | +321.3% |
| All | +398.8% | +41.1% | +357.7% | +321.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling