-7.3%
OSCR vs STLD
+500.0%
-507.3%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.4% |
| 7D | +5.8% | +3.1% | +2.7% | +5.0% |
| 30D | +7.1% | -9.0% | +16.1% | +9.3% |
| 3M | +36.7% | -12.4% | +49.0% | +40.2% |
| 6M | +114.3% | +25.5% | +88.8% | +98.9% |
| YTD | +124.4% | +43.6% | +80.8% | +100.1% |
| 1Y | +75.5% | +87.2% | -11.7% | +46.1% |
| 3Y | +390.1% | +135.2% | +254.9% | +268.8% |
| 5Y | +77.1% | +290.9% | -213.8% | +20.7% |
| All | -7.3% | +500.0% | -507.3% | -39.9% |
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