-8.7%
OSCR vs RVTY
-1.6%
-7.1%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.5% | -1.2% | -2.6% |
| 7D | +4.7% | -5.4% | +10.1% | +7.4% |
| 30D | +14.8% | +6.7% | +8.0% | +11.0% |
| 3M | +16.7% | +19.0% | -2.3% | +6.6% |
| 6M | +127.5% | +34.6% | +92.9% | +94.4% |
| YTD | +121.0% | +28.3% | +92.7% | +92.1% |
| 1Y | +58.4% | +46.0% | +12.4% | +28.9% |
| 3Y | +392.4% | +16.9% | +375.5% | +325.5% |
| 5Y | +80.5% | -32.9% | +113.4% | +99.6% |
| All | -8.7% | -1.6% | -7.1% | -1.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling