+398.8%
OSCR vs DTE
+43.4%
+355.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +1.0% |
| 7D | +1.6% | -2.6% | +4.2% | +2.4% |
| 30D | +10.7% | -4.4% | +15.1% | +12.3% |
| 3M | +13.4% | -8.3% | +21.7% | +16.1% |
| 6M | +144.6% | -8.1% | +152.6% | +149.7% |
| YTD | +128.0% | +4.4% | +123.6% | +120.6% |
| 1Y | +68.7% | +0.2% | +68.5% | +66.5% |
| 3Y | +398.8% | +42.6% | +356.2% | +328.5% |
| All | +398.8% | +43.4% | +355.4% | +328.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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