-5.8%
OSCR vs INVH
+11.7%
-17.6%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +1.6% | -3.0% | +4.6% | +3.7% |
| 30D | +10.7% | -7.5% | +18.2% | +16.8% |
| 3M | +13.4% | -5.5% | +18.9% | +17.6% |
| 6M | +144.6% | +11.7% | +132.8% | +124.9% |
| YTD | +128.0% | +1.3% | +126.7% | +123.2% |
| 1Y | +68.7% | -6.1% | +74.7% | +73.9% |
| 3Y | +398.8% | -9.8% | +408.5% | +415.5% |
| 5Y | +87.3% | -19.7% | +106.9% | +119.1% |
| All | -5.8% | +11.7% | -17.6% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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