-6.4%
OSCR vs RGEN
-22.8%
+16.4%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.7% |
| 7D | +1.1% | -2.9% | +4.0% | +2.0% |
| 30D | +16.5% | -0.1% | +16.5% | +16.2% |
| 3M | +17.0% | +25.9% | -9.0% | +7.7% |
| 6M | +145.0% | +35.2% | +109.7% | +118.4% |
| YTD | +126.7% | +0.5% | +126.2% | +122.0% |
| 1Y | +67.2% | +37.0% | +30.3% | +47.5% |
| 3Y | +405.1% | +2.0% | +403.1% | +348.3% |
| 5Y | +86.2% | -44.2% | +130.4% | +85.0% |
| All | -6.4% | -22.8% | +16.4% | -18.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling