-5.8%
OSCR vs RUN
-86.6%
+80.8%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | +1.6% | -3.7% | +5.3% | +2.5% |
| 30D | +10.7% | -13.0% | +23.7% | +14.1% |
| 3M | +13.4% | -31.8% | +45.1% | +22.2% |
| 6M | +144.6% | -32.2% | +176.8% | +159.7% |
| YTD | +128.0% | -53.5% | +181.5% | +154.3% |
| 1Y | +68.7% | -46.5% | +115.2% | +78.0% |
| 3Y | +398.8% | -37.6% | +436.4% | +285.0% |
| 5Y | +87.3% | -80.9% | +168.1% | +79.3% |
| All | -5.8% | -86.6% | +80.8% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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