+145.0%
OSCR vs QS
-24.7%
+169.6%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.3% | +2.7% |
| 7D | +1.1% | -5.0% | +6.0% | +1.9% |
| 30D | +16.5% | -18.3% | +34.8% | +19.8% |
| 3M | +17.0% | -26.0% | +43.0% | +20.8% |
| 6M | +145.0% | -24.0% | +169.0% | +139.0% |
| All | +145.0% | -24.7% | +169.6% | +139.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling