+31.4%
OSCR vs PL
+40.9%
-9.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.1% | -2.6% |
| 7D | +1.3% | +10.0% | -8.7% | -0.9% |
| 30D | -9.5% | -2.3% | -7.3% | -9.8% |
| 3M | +0.9% | -44.2% | +45.1% | +13.1% |
| 6M | +31.5% | -66.1% | +97.6% | +59.9% |
| YTD | +116.1% | -30.0% | +146.0% | +107.5% |
| 1Y | +122.6% | +21.0% | +101.5% | +80.4% |
| 3Y | +356.6% | +516.5% | -159.9% | +76.1% |
| 5Y | +154.9% | +32.0% | +122.9% | +68.6% |
| All | +31.4% | +40.9% | -9.5% | -5.3% |
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