+75.5%
OSCR vs REPL
+161.1%
-85.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.7% | 0.0% |
| 7D | +5.8% | -3.0% | +8.8% | +5.8% |
| 30D | +7.1% | +27.1% | -20.0% | +7.8% |
| 3M | +36.7% | +52.4% | -15.7% | +39.4% |
| 6M | +114.3% | +107.4% | +6.8% | +121.8% |
| YTD | +124.4% | +54.7% | +69.7% | +132.4% |
| 1Y | +75.5% | +158.9% | -83.4% | +79.7% |
| All | +75.5% | +161.1% | -85.6% | +79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1y: compounded portfolio wealth divided by compounded REPL 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…
1y analysis · Full analysis span regression · 6 months rolling