+398.8%
OSCR vs STLA
-66.1%
+464.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.7% | 0.0% |
| 7D | +1.6% | -2.9% | +4.5% | +2.4% |
| 30D | +10.7% | +0.9% | +9.7% | +10.3% |
| 3M | +13.4% | -21.6% | +35.0% | +20.6% |
| 6M | +144.6% | -21.6% | +166.2% | +157.7% |
| YTD | +128.0% | -50.4% | +178.5% | +171.8% |
| 1Y | +68.7% | -43.6% | +112.2% | +92.1% |
| 3Y | +398.8% | -66.4% | +465.2% | +487.8% |
| All | +398.8% | -66.1% | +464.9% | +487.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 3y: compounded portfolio wealth divided by compounded STLA 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…
3y analysis · Full analysis span regression · 6 months rolling