+53.5%
OSCR vs S
-57.8%
+111.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.3% | +4.6% | +3.1% |
| 7D | +10.7% | -5.8% | +16.5% | +12.7% |
| 30D | +18.3% | -9.2% | +27.5% | +20.9% |
| 3M | +20.5% | +23.4% | -2.8% | +10.6% |
| 6M | +138.5% | +36.9% | +101.6% | +109.3% |
| YTD | +129.7% | +29.5% | +100.2% | +103.9% |
| 1Y | +62.8% | +5.4% | +57.3% | +54.0% |
| 3Y | +411.8% | +14.7% | +397.1% | +337.0% |
| 5Y | +99.9% | -71.5% | +171.5% | +108.5% |
| All | +53.5% | -57.8% | +111.3% | +56.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling