+105.1%
OSCR vs IRE
-97.6%
+202.6%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -23.2% | +31.8% | +10.0% |
| 7D | +15.5% | -46.8% | +62.3% | +19.1% |
| 30D | +8.5% | -75.5% | +84.0% | +16.7% |
| 3M | +15.8% | -79.4% | +95.2% | +24.5% |
| 6M | +89.5% | -91.3% | +180.8% | +102.6% |
| YTD | +144.9% | -90.8% | +235.7% | +129.7% |
| 1Y | +105.1% | -97.7% | +202.8% | +145.1% |
| All | +105.1% | -97.6% | +202.6% | +145.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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