+398.8%
OSCR vs RNG
+119.8%
+279.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | +1.6% | -6.1% | +7.7% | +2.8% |
| 30D | +10.7% | +9.6% | +1.1% | +8.6% |
| 3M | +13.4% | +83.3% | -70.0% | -0.7% |
| 6M | +144.6% | +77.9% | +66.6% | +112.0% |
| YTD | +128.0% | +139.9% | -11.9% | +79.1% |
| 1Y | +68.7% | +121.7% | -53.0% | +35.3% |
| 3Y | +398.8% | +121.9% | +276.9% | +251.0% |
| All | +398.8% | +119.8% | +279.0% | +251.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling