-6.4%
OSCR vs STLD
+487.7%
-494.1%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +2.9% |
| 7D | +1.1% | -3.6% | +4.7% | +1.9% |
| 30D | +16.5% | -10.1% | +26.6% | +19.2% |
| 3M | +17.0% | -11.4% | +28.4% | +19.7% |
| 6M | +145.0% | +30.8% | +114.1% | +124.7% |
| YTD | +126.7% | +40.7% | +86.1% | +103.1% |
| 1Y | +67.2% | +80.8% | -13.5% | +40.5% |
| 3Y | +405.1% | +140.2% | +265.0% | +277.0% |
| 5Y | +86.2% | +288.5% | -202.3% | +27.6% |
| All | -6.4% | +487.7% | -494.1% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 10y: compounded portfolio wealth divided by compounded STLD 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…
10y analysis · Full analysis span regression · 6 months rolling