-5.1%
OSCR vs SIMO
+424.9%
-430.0%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.2% | -3.8% | +1.5% |
| 7D | +10.7% | +14.6% | -3.9% | +8.4% |
| 30D | +18.3% | +6.2% | +12.1% | +16.9% |
| 3M | +20.5% | +3.6% | +17.0% | +16.8% |
| 6M | +138.5% | +130.8% | +7.7% | +84.9% |
| YTD | +129.7% | +195.8% | -66.1% | +64.1% |
| 1Y | +62.8% | +225.0% | -162.2% | +12.6% |
| 3Y | +411.8% | +452.3% | -40.5% | +198.2% |
| 5Y | +99.9% | +303.6% | -203.7% | +24.8% |
| All | -5.1% | +424.9% | -430.0% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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