-10.8%
OSCR vs RY
+181.3%
-192.1%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.6% |
| 7D | +1.3% | +0.6% | +0.7% | +0.7% |
| 30D | -9.5% | +5.0% | -14.6% | -13.5% |
| 3M | +0.9% | -5.3% | +6.2% | +6.3% |
| 6M | +31.5% | +13.8% | +17.6% | +15.0% |
| YTD | +116.1% | +21.0% | +95.1% | +78.5% |
| 1Y | +122.6% | +40.5% | +82.1% | +58.5% |
| 3Y | +356.6% | +159.7% | +197.0% | +72.6% |
| 5Y | +154.9% | +124.3% | +30.6% | +12.0% |
| All | -10.8% | +181.3% | -192.1% | -62.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling