-5.8%
OSCR vs RVTY
-1.2%
-4.6%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | -0.7% |
| 7D | +1.6% | -4.5% | +6.2% | +3.7% |
| 30D | +10.7% | +5.5% | +5.2% | +7.6% |
| 3M | +13.4% | +22.5% | -9.2% | +2.2% |
| 6M | +144.6% | +38.9% | +105.7% | +105.7% |
| YTD | +128.0% | +28.7% | +99.3% | +97.8% |
| 1Y | +68.7% | +45.5% | +23.2% | +37.5% |
| 3Y | +398.8% | +16.4% | +382.4% | +332.0% |
| 5Y | +87.3% | -32.7% | +120.0% | +106.6% |
| All | -5.8% | -1.2% | -4.6% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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