+91.5%
OSCR vs S
-69.2%
+160.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +14.3% |
| 3M | +13.4% | +33.8% | -20.5% | +0.6% |
| 6M | +144.6% | +39.5% | +105.1% | +111.3% |
| YTD | +128.0% | +31.7% | +96.4% | +99.6% |
| 1Y | +68.7% | +7.0% | +61.7% | +58.2% |
| 3Y | +398.8% | +11.8% | +387.0% | +323.1% |
| All | +91.5% | -69.2% | +160.8% | +107.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling