-8.7%
OSCR vs RCAT
+69.4%
-78.1%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -6.5% | +2.7% | -3.4% |
| 7D | +4.7% | -2.3% | +7.0% | +4.9% |
| 30D | +14.8% | -18.7% | +33.5% | +16.2% |
| 3M | +16.7% | -29.3% | +46.0% | +18.6% |
| 6M | +127.5% | -42.3% | +169.8% | +132.0% |
| YTD | +121.0% | +2.5% | +118.5% | +116.6% |
| 1Y | +58.4% | -5.7% | +64.1% | +55.2% |
| 3Y | +392.4% | +764.9% | -372.5% | +300.6% |
| 5Y | +80.5% | +182.3% | -101.8% | +50.1% |
| All | -8.7% | +69.4% | -78.1% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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