+90.4%
OSCR vs RL
+230.0%
-139.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.4% |
| 7D | +1.1% | -2.2% | +3.2% | +2.3% |
| 30D | +16.5% | -15.3% | +31.8% | +27.4% |
| 3M | +17.0% | -10.3% | +27.3% | +22.4% |
| 6M | +145.0% | -2.2% | +147.2% | +139.4% |
| YTD | +126.7% | -4.3% | +131.0% | +123.9% |
| 1Y | +67.2% | +8.9% | +58.4% | +52.9% |
| 3Y | +405.1% | +201.4% | +203.7% | +107.0% |
| All | +90.4% | +230.0% | -139.6% | -29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling