-8.2%
OSCR vs STLD
+489.2%
-497.4%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | -3.7% | +6.9% | -10.6% | -5.2% |
| 30D | -5.5% | -1.5% | -4.0% | -5.3% |
| 3M | +7.9% | -9.7% | +17.6% | +9.9% |
| 6M | +34.6% | +2.3% | +32.3% | +31.8% |
| YTD | +122.3% | +41.0% | +81.3% | +98.4% |
| 1Y | +111.5% | +51.8% | +59.7% | +85.1% |
| 3Y | +349.2% | +126.4% | +222.8% | +241.1% |
| 5Y | +162.2% | +285.7% | -123.5% | +78.5% |
| All | -8.2% | +489.2% | -497.4% | -40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling