+105.1%
OSCR vs DVA
+62.2%
+42.9%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +5.8% | +2.8% | +7.2% |
| 7D | +15.5% | +4.7% | +10.7% | +14.1% |
| 30D | +8.5% | +7.8% | +0.7% | +6.3% |
| 3M | +15.8% | -15.5% | +31.3% | +19.3% |
| 6M | +89.5% | +25.0% | +64.5% | +78.9% |
| YTD | +144.9% | +69.6% | +75.3% | +125.7% |
| 1Y | +105.1% | +60.6% | +44.5% | +100.5% |
| All | +105.1% | +62.2% | +42.9% | +100.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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