+86.2%
OSCR vs REPL
-58.5%
+144.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -8.4% | +11.0% | +2.7% |
| 7D | +1.1% | -13.4% | +14.5% | +1.3% |
| 30D | +16.5% | -3.0% | +19.5% | +16.5% |
| 3M | +17.0% | +56.3% | -39.3% | +15.0% |
| 6M | +145.0% | +60.9% | +84.1% | +134.3% |
| YTD | +126.7% | +36.2% | +90.5% | +117.9% |
| 1Y | +67.2% | +121.0% | -53.8% | +53.4% |
| 3Y | +405.1% | -32.8% | +437.9% | +363.0% |
| 5Y | +86.2% | -58.7% | +144.8% | +47.7% |
| All | +86.2% | -58.5% | +144.6% | +47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling