+398.8%
OSCR vs QID
-73.7%
+472.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | -0.1% |
| 7D | +1.6% | +1.3% | +0.3% | +2.1% |
| 30D | +10.7% | +2.9% | +7.7% | +12.1% |
| 3M | +13.4% | -0.7% | +14.1% | +13.6% |
| 6M | +144.6% | -29.7% | +174.2% | +110.8% |
| YTD | +128.0% | -27.9% | +155.9% | +100.4% |
| 1Y | +68.7% | -34.6% | +103.2% | +43.8% |
| 3Y | +398.8% | -73.5% | +472.3% | +173.4% |
| All | +398.8% | -73.7% | +472.5% | +173.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling