+64.0%
OSCR vs Q
+71.3%
-7.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.1% |
| 7D | +5.8% | +0.2% | +5.6% | +5.8% |
| 30D | +7.1% | -11.1% | +18.2% | +8.3% |
| 3M | +36.7% | -22.1% | +58.8% | +38.0% |
| 6M | +114.3% | +0.5% | +113.8% | +100.4% |
| YTD | +124.4% | +47.8% | +76.6% | +114.2% |
| All | +64.0% | +71.3% | -7.4% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 1y: compounded portfolio wealth divided by compounded Q 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…
1y analysis · Full analysis span regression · 6 months rolling