-5.1%
OSCR vs M
+76.2%
-81.4%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.6% | +5.0% | +3.1% |
| 7D | +10.7% | +2.4% | +8.3% | +9.9% |
| 30D | +18.3% | -11.6% | +29.9% | +22.3% |
| 3M | +20.5% | +1.6% | +18.9% | +19.2% |
| 6M | +138.5% | +25.2% | +113.3% | +121.6% |
| YTD | +129.7% | +3.8% | +126.0% | +123.9% |
| 1Y | +62.8% | +36.3% | +26.4% | +46.2% |
| 3Y | +411.8% | +116.3% | +295.4% | +283.0% |
| 5Y | +99.9% | +28.2% | +71.8% | +60.1% |
| All | -5.1% | +76.2% | -81.4% | -34.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling