+75.5%
OSCR vs QID
-38.2%
+113.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | -0.1% |
| 7D | +5.8% | -0.6% | +6.5% | +5.7% |
| 30D | +7.1% | 0.0% | +7.1% | +7.3% |
| 3M | +36.7% | +3.7% | +32.9% | +40.4% |
| 6M | +114.3% | -29.9% | +144.1% | +66.4% |
| YTD | +124.4% | -28.8% | +153.2% | +77.7% |
| 1Y | +75.5% | -37.2% | +112.6% | +21.1% |
| All | +75.5% | -38.2% | +113.7% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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