-5.8%
OSCR vs RGEN
-22.6%
+16.7%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | +1.6% | -1.4% | +3.1% | +2.1% |
| 30D | +10.7% | -0.3% | +11.0% | +10.5% |
| 3M | +13.4% | +23.9% | -10.5% | +4.9% |
| 6M | +144.6% | +38.5% | +106.0% | +116.3% |
| YTD | +128.0% | +0.8% | +127.2% | +123.0% |
| 1Y | +68.7% | +38.2% | +30.4% | +48.3% |
| 3Y | +398.8% | +1.3% | +397.5% | +344.3% |
| 5Y | +87.3% | -44.0% | +131.3% | +85.9% |
| All | -5.8% | -22.6% | +16.7% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 10y: compounded portfolio wealth divided by compounded RGEN 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…
10y analysis · Full analysis span regression · 6 months rolling