-8.7%
OSCR vs REPL
-57.4%
+48.7%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.2% | -1.6% | -3.7% |
| 7D | +4.7% | -9.6% | +14.3% | +4.9% |
| 30D | +14.8% | +5.7% | +9.1% | +14.6% |
| 3M | +16.7% | +56.4% | -39.7% | +14.5% |
| 6M | +127.5% | +67.4% | +60.1% | +116.6% |
| YTD | +121.0% | +48.7% | +72.4% | +111.0% |
| 1Y | +58.4% | +148.3% | -89.9% | +43.6% |
| 3Y | +392.4% | -26.7% | +419.1% | +338.3% |
| 5Y | +80.5% | -54.1% | +134.6% | +54.4% |
| All | -8.7% | -57.4% | +48.7% | -24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling