+75.5%
OSCR vs RNG
+144.7%
-69.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | +0.3% |
| 7D | +5.8% | +5.8% | +0.1% | +5.5% |
| 30D | +7.1% | +19.6% | -12.5% | +5.8% |
| 3M | +36.7% | +67.0% | -30.4% | +31.8% |
| 6M | +114.3% | +88.4% | +25.9% | +102.3% |
| YTD | +124.4% | +155.5% | -31.1% | +107.9% |
| 1Y | +75.5% | +141.7% | -66.2% | +63.9% |
| All | +75.5% | +144.7% | -69.3% | +63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling