-5.8%
OSCR vs SITM
+550.7%
-556.5%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.5% | -5.0% | -0.5% |
| 7D | +1.6% | +3.9% | -2.2% | +0.8% |
| 30D | +10.7% | -6.6% | +17.3% | +11.6% |
| 3M | +13.4% | -11.9% | +25.2% | +12.7% |
| 6M | +144.6% | +81.1% | +63.4% | +100.7% |
| YTD | +128.0% | +80.0% | +48.1% | +83.6% |
| 1Y | +68.7% | +145.8% | -77.2% | +23.6% |
| 3Y | +398.8% | +475.9% | -77.1% | +156.3% |
| 5Y | +87.3% | +189.2% | -102.0% | +0.9% |
| All | -5.8% | +550.7% | -556.5% | -62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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