-6.4%
OSCR vs QS
-90.7%
+84.4%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.3% | +2.8% |
| 7D | +1.1% | -5.0% | +6.0% | +2.3% |
| 30D | +16.5% | -18.3% | +34.8% | +22.0% |
| 3M | +17.0% | -26.0% | +43.0% | +24.0% |
| 6M | +145.0% | -24.0% | +169.0% | +153.6% |
| YTD | +126.7% | -50.3% | +177.0% | +157.8% |
| 1Y | +67.2% | -38.0% | +105.2% | +74.3% |
| 3Y | +405.1% | -24.6% | +429.7% | +304.4% |
| 5Y | +86.2% | -75.4% | +161.6% | +68.9% |
| All | -6.4% | -90.7% | +84.4% | +1.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling