-8.7%
OSCR vs RL
+206.3%
-215.0%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.3% | -0.4% | -2.1% |
| 7D | +4.7% | -0.3% | +5.0% | +4.9% |
| 30D | +14.8% | -17.5% | +32.3% | +26.2% |
| 3M | +16.7% | -14.0% | +30.7% | +24.2% |
| 6M | +127.5% | -2.0% | +129.5% | +122.6% |
| YTD | +121.0% | -4.6% | +125.6% | +119.1% |
| 1Y | +58.4% | +9.5% | +48.9% | +45.8% |
| 3Y | +392.4% | +200.5% | +191.9% | +128.4% |
| 5Y | +80.5% | +226.3% | -145.8% | -22.1% |
| All | -8.7% | +206.3% | -215.0% | -61.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling