+52.4%
OSCR vs S
-57.1%
+109.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | +1.6% | -0.7% | +2.3% | +1.8% |
| 30D | +10.7% | -11.4% | +22.1% | +14.1% |
| 3M | +13.4% | +33.8% | -20.5% | +1.4% |
| 6M | +144.6% | +39.5% | +105.1% | +113.3% |
| YTD | +128.0% | +31.7% | +96.4% | +101.4% |
| 1Y | +68.7% | +7.0% | +61.7% | +58.9% |
| 3Y | +398.8% | +11.8% | +387.0% | +330.1% |
| 5Y | +87.3% | -69.0% | +156.3% | +95.2% |
| All | +52.4% | -57.1% | +109.5% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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