-6.4%
OSCR vs QID
-87.0%
+80.7%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.3% | +0.3% | +3.8% |
| 7D | +1.1% | +2.7% | -1.7% | +2.5% |
| 30D | +16.5% | +3.3% | +13.2% | +18.7% |
| 3M | +17.0% | -5.5% | +22.5% | +14.2% |
| 6M | +145.0% | -28.4% | +173.4% | +107.1% |
| YTD | +126.7% | -26.6% | +153.3% | +96.3% |
| 1Y | +67.2% | -34.1% | +101.4% | +38.2% |
| 3Y | +405.1% | -73.7% | +478.8% | +173.7% |
| 5Y | +86.2% | -80.7% | +166.8% | +9.1% |
| All | -6.4% | -87.0% | +80.7% | -54.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling