+127.5%
OSCR vs DD
-2.7%
+130.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.6% | -1.2% | -3.2% |
| 7D | +4.7% | -3.8% | +8.5% | +5.6% |
| 30D | +14.8% | -9.2% | +24.0% | +17.3% |
| 3M | +16.7% | -9.0% | +25.7% | +19.2% |
| 6M | +127.5% | -5.0% | +132.5% | +125.9% |
| All | +127.5% | -2.7% | +130.2% | +125.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling