+398.8%
OSCR vs RRC
+29.5%
+369.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.9% |
| 7D | +1.6% | -1.8% | +3.4% | +2.0% |
| 30D | +10.7% | +2.7% | +8.0% | +10.1% |
| 3M | +13.4% | +8.8% | +4.5% | +11.0% |
| 6M | +144.6% | -1.2% | +145.7% | +143.1% |
| YTD | +128.0% | +17.6% | +110.5% | +116.0% |
| 1Y | +68.7% | +18.4% | +50.2% | +59.4% |
| 3Y | +398.8% | +33.1% | +365.7% | +342.6% |
| All | +398.8% | +29.5% | +369.3% | +342.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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