-5.8%
OSCR vs JAAA
+27.7%
-33.5%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.3% |
| 7D | +1.6% | +0.1% | +1.5% | +1.3% |
| 30D | +10.7% | +0.5% | +10.1% | +8.8% |
| 3M | +13.4% | +1.3% | +12.1% | +8.7% |
| 6M | +144.6% | +2.8% | +141.8% | +123.8% |
| YTD | +128.0% | +3.3% | +124.8% | +105.7% |
| 1Y | +68.7% | +4.9% | +63.7% | +44.3% |
| 3Y | +398.8% | +19.0% | +379.8% | +174.2% |
| 5Y | +87.3% | +26.9% | +60.4% | -20.2% |
| All | -5.8% | +27.7% | -33.5% | -60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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