+91.5%
OSCR vs QID
-80.8%
+172.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +12.6% |
| 3M | +13.4% | -0.7% | +14.1% | +13.6% |
| 6M | +144.6% | -29.7% | +174.2% | +103.8% |
| YTD | +128.0% | -27.9% | +155.9% | +94.7% |
| 1Y | +68.7% | -34.6% | +103.2% | +38.1% |
| 3Y | +398.8% | -73.5% | +472.3% | +165.1% |
| All | +91.5% | -80.8% | +172.3% | +11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling