-6.4%
OSCR vs IRM
+300.2%
-306.5%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.0% | +4.6% | +3.7% |
| 7D | +1.1% | -1.8% | +2.9% | +2.0% |
| 30D | +16.5% | -7.8% | +24.2% | +21.6% |
| 3M | +17.0% | -7.9% | +24.8% | +21.8% |
| 6M | +145.0% | +6.3% | +138.6% | +129.9% |
| YTD | +126.7% | +38.2% | +88.6% | +78.0% |
| 1Y | +67.2% | +19.8% | +47.4% | +43.8% |
| 3Y | +405.1% | +98.8% | +306.4% | +183.1% |
| 5Y | +86.2% | +191.8% | -105.6% | -20.1% |
| All | -6.4% | +300.2% | -306.5% | -54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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