+38.7%
OSCR vs PL
+67.9%
-29.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.9% |
| 7D | +1.6% | -9.2% | +10.8% | +3.9% |
| 30D | +10.7% | -32.9% | +43.5% | +20.8% |
| 3M | +13.4% | -51.9% | +65.2% | +32.2% |
| 6M | +144.6% | -35.3% | +179.9% | +148.9% |
| YTD | +128.0% | -16.6% | +144.6% | +113.8% |
| 1Y | +68.7% | +70.1% | -1.5% | +25.8% |
| 3Y | +398.8% | +479.2% | -80.4% | +105.6% |
| 5Y | +87.3% | +65.9% | +21.3% | +31.4% |
| All | +38.7% | +67.9% | -29.2% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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