-5.8%
OSCR vs QSR
+49.6%
-55.4%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.2% |
| 7D | +1.6% | -4.0% | +5.6% | +4.2% |
| 30D | +10.7% | +2.8% | +7.9% | +8.8% |
| 3M | +13.4% | +5.1% | +8.3% | +9.4% |
| 6M | +144.6% | +8.8% | +135.8% | +127.2% |
| YTD | +128.0% | +14.8% | +113.2% | +101.8% |
| 1Y | +68.7% | +25.7% | +42.9% | +37.0% |
| 3Y | +398.8% | +27.5% | +371.3% | +282.9% |
| 5Y | +87.3% | +41.3% | +46.0% | +12.9% |
| All | -5.8% | +49.6% | -55.4% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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