+383.4%
OSCR vs RY
+155.7%
+227.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.0% | -2.7% | -2.9% |
| 7D | +4.7% | -0.5% | +5.2% | +5.2% |
| 30D | +14.8% | -1.9% | +16.7% | +16.6% |
| 3M | +16.7% | +5.1% | +11.5% | +11.7% |
| 6M | +127.5% | +28.2% | +99.3% | +85.4% |
| YTD | +121.0% | +22.9% | +98.1% | +85.8% |
| 1Y | +58.4% | +45.5% | +12.9% | +16.3% |
| All | +383.4% | +155.7% | +227.7% | +134.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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