+75.5%
OSCR vs DGX
+33.7%
+41.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +1.0% | 0.0% |
| 7D | +5.8% | -2.3% | +8.2% | +5.6% |
| 30D | +7.1% | +0.6% | +6.6% | +7.2% |
| 3M | +36.7% | +21.4% | +15.2% | +39.2% |
| 6M | +114.3% | +14.7% | +99.6% | +114.9% |
| YTD | +124.4% | +38.4% | +86.0% | +141.7% |
| 1Y | +75.5% | +34.0% | +41.5% | +83.4% |
| All | +75.5% | +33.7% | +41.8% | +83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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