+105.1%
OSCR vs RNG
+179.4%
-74.4%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.2% | +8.8% | +8.6% |
| 7D | +15.5% | -9.6% | +25.0% | +15.5% |
| 30D | +8.5% | -1.4% | +9.9% | +8.6% |
| 3M | +15.8% | +28.8% | -12.9% | +15.3% |
| 6M | +89.5% | +65.6% | +23.9% | +88.2% |
| YTD | +144.9% | +171.4% | -26.5% | +147.0% |
| 1Y | +105.1% | +185.3% | -80.3% | +106.3% |
| All | +105.1% | +179.4% | -74.4% | +106.3% |
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