-5.8%
OSCR vs RL
+209.5%
-215.3%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.2% |
| 7D | +1.6% | -3.4% | +5.1% | +3.4% |
| 30D | +10.7% | -14.4% | +25.1% | +19.6% |
| 3M | +13.4% | -13.6% | +26.9% | +20.5% |
| 6M | +144.6% | +0.6% | +144.0% | +136.3% |
| YTD | +128.0% | -3.6% | +131.7% | +124.9% |
| 1Y | +68.7% | +8.3% | +60.3% | +56.2% |
| 3Y | +398.8% | +204.8% | +194.0% | +129.6% |
| 5Y | +87.3% | +232.9% | -145.7% | -19.6% |
| All | -5.8% | +209.5% | -215.3% | -60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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