-5.8%
OSCR vs RNG
-81.0%
+75.2%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | +1.6% | -6.1% | +7.7% | +3.7% |
| 30D | +10.7% | +9.6% | +1.1% | +7.0% |
| 3M | +13.4% | +83.3% | -70.0% | -10.3% |
| 6M | +144.6% | +77.9% | +66.6% | +90.2% |
| YTD | +128.0% | +139.9% | -11.9% | +51.0% |
| 1Y | +68.7% | +121.7% | -53.0% | +14.8% |
| 3Y | +398.8% | +121.9% | +276.9% | +211.3% |
| 5Y | +87.3% | -68.4% | +155.6% | +147.9% |
| All | -5.8% | -81.0% | +75.2% | +54.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling