+105.1%
OSCR vs M
+36.6%
+68.5%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +7.6% | +1.0% | +7.2% |
| 7D | +15.5% | +8.3% | +7.2% | +13.9% |
| 30D | +8.5% | +14.2% | -5.6% | +6.2% |
| 3M | +15.8% | -1.1% | +16.9% | +16.0% |
| 6M | +89.5% | +36.6% | +52.9% | +78.2% |
| YTD | +144.9% | +19.8% | +125.1% | +131.0% |
| 1Y | +105.1% | +37.2% | +67.9% | +89.1% |
| All | +105.1% | +36.6% | +68.5% | +89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling