+91.5%
OSCR vs STLA
-62.8%
+154.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.7% | -0.3% |
| 7D | +1.6% | -2.9% | +4.5% | +2.7% |
| 30D | +10.7% | +0.9% | +9.7% | +10.1% |
| 3M | +13.4% | -21.6% | +35.0% | +23.2% |
| 6M | +144.6% | -21.6% | +166.2% | +162.3% |
| YTD | +128.0% | -50.4% | +178.5% | +188.0% |
| 1Y | +68.7% | -43.6% | +112.2% | +100.0% |
| 3Y | +398.8% | -66.4% | +465.2% | +600.6% |
| All | +91.5% | -62.8% | +154.4% | +119.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling