+398.8%
OSCR vs REPL
-34.7%
+433.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +0.5% |
| 7D | +1.6% | -14.1% | +15.7% | +1.4% |
| 30D | +10.7% | -15.2% | +25.9% | +10.4% |
| 3M | +13.4% | +49.9% | -36.5% | +15.0% |
| 6M | +144.6% | +63.5% | +81.0% | +150.9% |
| YTD | +128.0% | +32.9% | +95.1% | +133.8% |
| 1Y | +68.7% | +115.0% | -46.3% | +73.8% |
| 3Y | +398.8% | -34.7% | +433.5% | +412.9% |
| All | +398.8% | -34.7% | +433.5% | +412.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling