-5.8%
OSCR vs ROIV
+302.2%
-308.0%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | +1.6% | +16.9% | -15.2% | -1.2% |
| 30D | +10.7% | +12.9% | -2.2% | +8.1% |
| 3M | +13.4% | +37.3% | -24.0% | +7.0% |
| 6M | +144.6% | +38.0% | +106.6% | +129.9% |
| YTD | +128.0% | +88.1% | +39.9% | +102.4% |
| 1Y | +68.7% | +183.3% | -114.6% | +39.3% |
| 3Y | +398.8% | +254.6% | +144.1% | +288.6% |
| 5Y | +87.3% | +309.8% | -222.6% | +18.4% |
| All | -5.8% | +302.2% | -308.0% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling