+68.7%
OSCR vs DG
+19.2%
+49.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.3% |
| 7D | +1.6% | -6.5% | +8.1% | +3.1% |
| 30D | +10.7% | +4.2% | +6.5% | +9.5% |
| 3M | +13.4% | +9.5% | +3.8% | +10.5% |
| 6M | +144.6% | -13.1% | +157.7% | +148.3% |
| YTD | +128.0% | -4.8% | +132.9% | +126.8% |
| 1Y | +68.7% | +20.6% | +48.0% | +52.6% |
| All | +68.7% | +19.2% | +49.5% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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