+105.1%
OSCR vs QS
-71.4%
+176.5%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +7.5% | +1.1% | +6.9% |
| 7D | +15.5% | +4.5% | +11.0% | +14.3% |
| 30D | +8.5% | -4.1% | +12.7% | +9.3% |
| 3M | +15.8% | -22.1% | +38.0% | +21.7% |
| 6M | +89.5% | -38.4% | +127.9% | +101.4% |
| YTD | +144.9% | -57.5% | +202.4% | +186.7% |
| 1Y | +105.1% | -71.3% | +176.4% | +203.4% |
| All | +105.1% | -71.4% | +176.5% | +203.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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