+61.5%
OSCR vs Q
+78.4%
-17.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.8% | -5.6% | -4.0% |
| 7D | +4.7% | +6.6% | -1.9% | +4.1% |
| 30D | +14.8% | -6.6% | +21.3% | +15.5% |
| 3M | +16.7% | -13.2% | +29.9% | +16.2% |
| 6M | +127.5% | +9.9% | +117.6% | +110.9% |
| YTD | +121.0% | +53.9% | +67.1% | +110.1% |
| All | +61.5% | +78.4% | -17.0% | +40.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling