-8.7%
OSCR vs DRI
+79.9%
-88.6%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.6% | -2.1% | -3.0% |
| 7D | +4.7% | -4.8% | +9.5% | +7.3% |
| 30D | +14.8% | -3.9% | +18.7% | +17.1% |
| 3M | +16.7% | +5.1% | +11.6% | +13.0% |
| 6M | +127.5% | +5.5% | +122.0% | +118.7% |
| YTD | +121.0% | +16.5% | +104.5% | +99.3% |
| 1Y | +58.4% | +2.0% | +56.4% | +53.0% |
| 3Y | +392.4% | +54.5% | +337.9% | +267.7% |
| 5Y | +80.5% | +66.6% | +13.9% | +22.2% |
| All | -8.7% | +79.9% | -88.6% | -40.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling