+91.5%
OSCR vs DD
+56.1%
+35.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.8% | +0.7% |
| 7D | +1.6% | -3.5% | +5.1% | +3.3% |
| 30D | +10.7% | -11.7% | +22.3% | +17.1% |
| 3M | +13.4% | -9.2% | +22.6% | +18.4% |
| 6M | +144.6% | -7.2% | +151.7% | +150.0% |
| YTD | +128.0% | +6.6% | +121.4% | +117.1% |
| 1Y | +68.7% | +32.0% | +36.7% | +43.6% |
| 3Y | +398.8% | +42.1% | +356.6% | +289.3% |
| All | +91.5% | +56.1% | +35.4% | +40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling