+35.2%
OSCR vs PL
+41.8%
-6.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.5% | +0.1% |
| 7D | -3.7% | +22.3% | -26.0% | -8.3% |
| 30D | -5.5% | -8.3% | +2.8% | -4.5% |
| 3M | +7.9% | -43.3% | +51.1% | +20.5% |
| 6M | +34.6% | -65.8% | +100.4% | +63.5% |
| YTD | +122.3% | -29.5% | +151.8% | +113.1% |
| 1Y | +111.5% | +11.7% | +99.8% | +75.5% |
| 3Y | +349.2% | +540.6% | -191.3% | +70.7% |
| 5Y | +162.2% | +32.9% | +129.3% | +73.2% |
| All | +35.2% | +41.8% | -6.7% | -2.8% |
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