+395.9%
OSCR vs IWD
+69.4%
+326.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +3.0% |
| 7D | +1.1% | -2.3% | +3.4% | +4.5% |
| 30D | +16.5% | -1.8% | +18.3% | +19.7% |
| 3M | +17.0% | +8.0% | +9.0% | +4.7% |
| 6M | +145.0% | +17.0% | +128.0% | +94.4% |
| YTD | +126.7% | +21.3% | +105.4% | +71.3% |
| 1Y | +67.2% | +27.9% | +39.3% | +17.9% |
| All | +395.9% | +69.4% | +326.5% | +98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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