-6.4%
OSCR vs SPG
+146.2%
-152.6%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.5% |
| 7D | +1.1% | -2.2% | +3.3% | +2.6% |
| 30D | +16.5% | -5.8% | +22.3% | +21.3% |
| 3M | +17.0% | -2.8% | +19.8% | +18.9% |
| 6M | +145.0% | +8.9% | +136.1% | +130.2% |
| YTD | +126.7% | +14.3% | +112.4% | +104.6% |
| 1Y | +67.2% | +19.5% | +47.8% | +45.7% |
| 3Y | +405.1% | +106.9% | +298.3% | +179.2% |
| 5Y | +86.2% | +108.7% | -22.6% | +0.9% |
| All | -6.4% | +146.2% | -152.6% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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