+411.8%
OSCR vs PL
+518.4%
-106.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.1% | +2.6% |
| 7D | +10.7% | -7.5% | +18.2% | +11.8% |
| 30D | +18.3% | -25.6% | +43.9% | +23.6% |
| 3M | +20.5% | -45.6% | +66.1% | +31.1% |
| 6M | +138.5% | -29.5% | +168.1% | +137.7% |
| YTD | +129.7% | -9.7% | +139.4% | +116.4% |
| 1Y | +62.8% | +84.4% | -21.6% | +30.6% |
| 3Y | +411.8% | +550.0% | -138.2% | +162.5% |
| All | +411.8% | +518.4% | -106.6% | +162.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling