+80.5%
OSCR vs STLD
+294.9%
-214.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.2% | -3.9% | -3.8% |
| 7D | +4.7% | -2.8% | +7.5% | +5.5% |
| 30D | +14.8% | -10.4% | +25.2% | +17.9% |
| 3M | +16.7% | -10.6% | +27.3% | +19.5% |
| 6M | +127.5% | +32.7% | +94.8% | +105.0% |
| YTD | +121.0% | +42.8% | +78.2% | +93.6% |
| 1Y | +58.4% | +86.9% | -28.5% | +27.9% |
| 3Y | +392.4% | +143.8% | +248.6% | +244.8% |
| 5Y | +80.5% | +293.5% | -213.0% | +8.1% |
| All | +80.5% | +294.9% | -214.4% | +8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling