+48.1%
OSCR vs IRE
-84.4%
+132.6%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +14.0% | -14.0% | -0.9% |
| 7D | +5.8% | +54.8% | -48.9% | +2.8% |
| 30D | +7.1% | +18.4% | -11.3% | +5.1% |
| 3M | +36.7% | -66.7% | +103.4% | +42.2% |
| 6M | +114.3% | -52.3% | +166.6% | +102.4% |
| YTD | +124.4% | -52.3% | +176.7% | +97.4% |
| All | +48.1% | -84.4% | +132.6% | +37.7% |
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