-5.8%
OSCR vs DVA
+76.3%
-82.1%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | +1.6% | -1.3% | +2.9% | +2.0% |
| 30D | +10.7% | 0.0% | +10.6% | +10.6% |
| 3M | +13.4% | -10.9% | +24.3% | +16.7% |
| 6M | +144.6% | +17.3% | +127.3% | +130.6% |
| YTD | +128.0% | +59.8% | +68.2% | +93.8% |
| 1Y | +68.7% | +36.3% | +32.4% | +51.1% |
| 3Y | +398.8% | +88.6% | +310.2% | +288.7% |
| 5Y | +87.3% | +47.5% | +39.7% | +36.3% |
| All | -5.8% | +76.3% | -82.1% | -25.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling