+398.8%
OSCR vs INDA
+7.9%
+390.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | -0.1% |
| 7D | +1.6% | -2.7% | +4.3% | +3.5% |
| 30D | +10.7% | -2.8% | +13.4% | +12.7% |
| 3M | +13.4% | +1.6% | +11.7% | +11.8% |
| 6M | +144.6% | -1.4% | +146.0% | +145.1% |
| YTD | +128.0% | -10.1% | +138.2% | +143.0% |
| 1Y | +68.7% | -8.8% | +77.4% | +77.1% |
| 3Y | +398.8% | +7.6% | +391.2% | +268.2% |
| All | +398.8% | +7.9% | +390.9% | +268.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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