+356.6%
OSCR vs STLD
+119.8%
+236.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.2% | +0.5% | -2.3% |
| 7D | +1.3% | +2.9% | -1.6% | +0.9% |
| 30D | -9.5% | -5.6% | -4.0% | -8.9% |
| 3M | +0.9% | -11.7% | +12.6% | +2.4% |
| 6M | +31.5% | -2.8% | +34.2% | +30.5% |
| YTD | +116.1% | +36.4% | +79.6% | +98.5% |
| 1Y | +122.6% | +50.0% | +72.6% | +100.6% |
| 3Y | +356.6% | +122.3% | +234.3% | +268.4% |
| All | +356.6% | +119.8% | +236.8% | +268.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling