-5.8%
OSCR vs QS
-90.6%
+84.7%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.1% |
| 7D | +1.6% | -3.6% | +5.3% | +2.5% |
| 30D | +10.7% | -17.2% | +27.9% | +15.5% |
| 3M | +13.4% | -27.0% | +40.3% | +20.5% |
| 6M | +144.6% | -24.6% | +169.1% | +153.7% |
| YTD | +128.0% | -49.3% | +177.4% | +158.1% |
| 1Y | +68.7% | -40.3% | +109.0% | +77.6% |
| 3Y | +398.8% | -23.8% | +422.6% | +298.7% |
| 5Y | +87.3% | -75.0% | +162.2% | +69.1% |
| All | -5.8% | -90.6% | +84.7% | +1.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling