+50.5%
OSCR vs IRE
-85.1%
+135.7%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.3% | +0.5% |
| 7D | +1.6% | -4.5% | +6.1% | +1.9% |
| 30D | +10.7% | -7.8% | +18.5% | +10.5% |
| 3M | +13.4% | -60.0% | +73.4% | +17.0% |
| 6M | +144.6% | -48.3% | +192.8% | +129.5% |
| YTD | +128.0% | -54.5% | +182.5% | +101.1% |
| All | +50.5% | -85.1% | +135.7% | +40.3% |
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