+45.9%
OSCR vs IRE
-84.0%
+129.9%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -6.8% | +3.0% | -3.3% |
| 7D | +4.7% | +29.0% | -24.3% | +2.9% |
| 30D | +14.8% | +24.2% | -9.4% | +12.3% |
| 3M | +16.7% | -53.2% | +69.8% | +18.9% |
| 6M | +127.5% | -36.0% | +163.6% | +108.9% |
| YTD | +121.0% | -51.0% | +172.0% | +94.0% |
| All | +45.9% | -84.0% | +129.9% | +35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling