+36.5%
OSCR vs PL
+84.9%
-48.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.3% |
| 7D | +5.8% | -9.3% | +15.2% | +8.0% |
| 30D | +7.1% | -18.9% | +26.0% | +12.0% |
| 3M | +36.7% | -58.4% | +95.0% | +62.7% |
| 6M | +114.3% | -30.3% | +144.6% | +114.6% |
| YTD | +124.4% | -8.1% | +132.5% | +105.9% |
| 1Y | +75.5% | +180.5% | -105.0% | +10.9% |
| 3Y | +390.1% | +444.1% | -54.0% | +109.9% |
| 5Y | +77.1% | +83.0% | -5.9% | +22.0% |
| All | +36.5% | +84.9% | -48.4% | -6.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling