-5.8%
OSCR vs RVMD
+362.3%
-368.1%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | +1.6% | -3.0% | +4.6% | +2.4% |
| 30D | +10.7% | -0.7% | +11.4% | +10.6% |
| 3M | +13.4% | +36.5% | -23.2% | +3.3% |
| 6M | +144.6% | +104.6% | +39.9% | +93.8% |
| YTD | +128.0% | +155.8% | -27.8% | +65.3% |
| 1Y | +68.7% | +340.7% | -272.0% | +2.9% |
| 3Y | +398.8% | +519.9% | -121.1% | +143.6% |
| 5Y | +87.3% | +584.9% | -497.7% | -26.0% |
| All | -5.8% | +362.3% | -368.1% | -61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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