+127.5%
OSCR vs SPY
+15.0%
+112.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.3% |
| 7D | +4.7% | -0.4% | +5.1% | +5.2% |
| 30D | +14.8% | -1.4% | +16.2% | +16.7% |
| 3M | +16.7% | +3.7% | +13.0% | +11.8% |
| 6M | +127.5% | +13.0% | +114.5% | +72.6% |
| All | +127.5% | +15.0% | +112.5% | +72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 6mo: compounded portfolio wealth divided by compounded SPY 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…
6mo analysis · Full analysis span regression · 6 months rolling