-5.8%
OSCR vs M
+73.3%
-79.2%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.7% | -7.1% | -1.5% |
| 7D | +1.6% | -4.2% | +5.8% | +2.7% |
| 30D | +10.7% | -7.2% | +17.9% | +12.8% |
| 3M | +13.4% | -11.1% | +24.5% | +16.3% |
| 6M | +144.6% | +28.8% | +115.8% | +125.2% |
| YTD | +128.0% | +2.0% | +126.0% | +123.0% |
| 1Y | +68.7% | +31.3% | +37.4% | +52.9% |
| 3Y | +398.8% | +119.1% | +279.7% | +271.6% |
| 5Y | +87.3% | +29.7% | +57.6% | +49.3% |
| All | -5.8% | +73.3% | -79.2% | -35.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling