+398.8%
OSCR vs DLTR
+1.4%
+397.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | +1.6% | -10.1% | +11.7% | +3.3% |
| 30D | +10.7% | -8.1% | +18.8% | +12.1% |
| 3M | +13.4% | +2.9% | +10.5% | +12.6% |
| 6M | +144.6% | +4.3% | +140.2% | +141.2% |
| YTD | +128.0% | -3.9% | +132.0% | +128.1% |
| 1Y | +68.7% | +18.9% | +49.8% | +61.3% |
| 3Y | +398.8% | +1.9% | +396.9% | +334.2% |
| All | +398.8% | +1.4% | +397.4% | +334.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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