-5.8%
OSCR vs IT
-1.5%
-4.3%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.3% | -4.7% | -1.5% |
| 7D | +1.6% | -3.7% | +5.3% | +2.8% |
| 30D | +10.7% | +0.1% | +10.6% | +10.1% |
| 3M | +13.4% | +20.7% | -7.3% | +1.4% |
| 6M | +144.6% | +12.0% | +132.6% | +123.7% |
| YTD | +128.0% | -28.8% | +156.9% | +154.3% |
| 1Y | +68.7% | -25.5% | +94.2% | +82.5% |
| 3Y | +398.8% | -48.8% | +447.5% | +517.8% |
| 5Y | +87.3% | -42.7% | +130.0% | +105.0% |
| All | -5.8% | -1.5% | -4.3% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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