+398.8%
OSCR vs RSG
+57.7%
+341.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.4% |
| 7D | +1.6% | 0.0% | +1.6% | +1.6% |
| 30D | +10.7% | +4.0% | +6.7% | +9.8% |
| 3M | +13.4% | +7.4% | +6.0% | +11.2% |
| 6M | +144.6% | +0.1% | +144.4% | +143.9% |
| YTD | +128.0% | +6.0% | +122.0% | +123.4% |
| 1Y | +68.7% | -3.0% | +71.6% | +69.5% |
| 3Y | +398.8% | +56.5% | +342.3% | +305.2% |
| All | +398.8% | +57.7% | +341.1% | +305.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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