-5.8%
OSCR vs SPY
+113.4%
-119.2%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | -0.7% |
| 7D | +1.6% | -0.8% | +2.4% | +2.7% |
| 30D | +10.7% | -1.1% | +11.7% | +12.5% |
| 3M | +13.4% | +3.9% | +9.5% | +6.7% |
| 6M | +144.6% | +13.6% | +130.9% | +100.9% |
| YTD | +128.0% | +12.7% | +115.4% | +90.1% |
| 1Y | +68.7% | +17.5% | +51.2% | +32.4% |
| 3Y | +398.8% | +76.9% | +321.9% | +97.5% |
| 5Y | +87.3% | +83.6% | +3.7% | -24.7% |
| All | -5.8% | +113.4% | -119.2% | -70.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling