+94.8%
OSCR vs SCHG
+0.2%
+94.7%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -5.5% | -0.2% | +0.2% |
| 7D | +7.8% | -6.8% | +14.6% | +16.2% |
| 30D | +2.6% | -11.2% | +13.8% | +16.3% |
| 3M | +10.2% | -7.4% | +17.5% | +19.2% |
| 6M | +84.9% | -1.0% | +86.0% | +82.7% |
| YTD | +130.9% | +0.9% | +130.0% | +117.3% |
| 1Y | +94.8% | -0.2% | +95.0% | +86.5% |
| All | +94.8% | +0.2% | +94.7% | +86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 1y: compounded portfolio wealth divided by compounded SCHG 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…
1y analysis · Full analysis span regression · 6 months rolling