-5.8%
OSCR vs DG
-26.7%
+20.8%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.4% |
| 7D | +1.6% | -6.5% | +8.1% | +2.7% |
| 30D | +10.7% | +4.2% | +6.5% | +9.8% |
| 3M | +13.4% | +9.5% | +3.8% | +11.4% |
| 6M | +144.6% | -13.1% | +157.7% | +148.6% |
| YTD | +128.0% | -4.8% | +132.9% | +128.4% |
| 1Y | +68.7% | +20.6% | +48.0% | +62.2% |
| 3Y | +398.8% | +4.9% | +393.8% | +375.8% |
| 5Y | +87.3% | -37.9% | +125.1% | +104.3% |
| All | -5.8% | -26.7% | +20.8% | -11.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling