-5.8%
OSCR vs DRI
+80.3%
-86.1%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.6% | 0.0% |
| 7D | +1.6% | -3.2% | +4.8% | +3.2% |
| 30D | +10.7% | -7.8% | +18.5% | +15.1% |
| 3M | +13.4% | +0.4% | +13.0% | +12.4% |
| 6M | +144.6% | +4.8% | +139.7% | +136.0% |
| YTD | +128.0% | +16.7% | +111.3% | +105.4% |
| 1Y | +68.7% | +1.5% | +67.2% | +63.4% |
| 3Y | +398.8% | +56.3% | +342.5% | +269.8% |
| 5Y | +87.3% | +66.4% | +20.8% | +26.7% |
| All | -5.8% | +80.3% | -86.1% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling