-5.8%
OSCR vs QID
-87.3%
+81.4%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | -0.4% |
| 7D | +1.6% | +1.3% | +0.3% | +2.3% |
| 30D | +10.7% | +2.9% | +7.7% | +12.5% |
| 3M | +13.4% | -0.7% | +14.1% | +13.6% |
| 6M | +144.6% | -29.7% | +174.2% | +104.8% |
| YTD | +128.0% | -27.9% | +155.9% | +95.6% |
| 1Y | +68.7% | -34.6% | +103.2% | +39.0% |
| 3Y | +398.8% | -73.5% | +472.3% | +171.8% |
| 5Y | +87.3% | -81.0% | +168.3% | +8.7% |
| All | -5.8% | -87.3% | +81.4% | -55.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling