+51.6%
OSCR vs IRE
-82.8%
+134.5%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +10.2% | -7.9% | +1.7% |
| 7D | +10.7% | +58.9% | -48.2% | +7.3% |
| 30D | +18.3% | +17.2% | +1.1% | +16.1% |
| 3M | +20.5% | -58.6% | +79.1% | +24.0% |
| 6M | +138.5% | -23.5% | +162.0% | +115.3% |
| YTD | +129.7% | -47.4% | +177.1% | +100.7% |
| All | +51.6% | -82.8% | +134.5% | +40.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling