+398.8%
OSCR vs DG
+4.6%
+394.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.4% |
| 7D | +1.6% | -6.5% | +8.1% | +2.6% |
| 30D | +10.7% | +4.2% | +6.5% | +9.9% |
| 3M | +13.4% | +9.5% | +3.8% | +11.6% |
| 6M | +144.6% | -13.1% | +157.7% | +147.6% |
| YTD | +128.0% | -4.8% | +132.9% | +128.1% |
| 1Y | +68.7% | +20.6% | +48.0% | +63.3% |
| 3Y | +398.8% | +4.9% | +393.8% | +376.4% |
| All | +398.8% | +4.6% | +394.1% | +376.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling