-8.7%
OSCR vs STZ
-38.2%
+29.5%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.5% | -4.3% | -4.0% |
| 7D | +4.7% | -6.0% | +10.7% | +7.4% |
| 30D | +14.8% | -8.9% | +23.7% | +19.5% |
| 3M | +16.7% | -12.6% | +29.2% | +23.1% |
| 6M | +127.5% | -17.2% | +144.7% | +143.8% |
| YTD | +121.0% | -10.0% | +131.0% | +123.0% |
| 1Y | +58.4% | -14.3% | +72.7% | +63.3% |
| 3Y | +392.4% | -49.9% | +442.3% | +591.3% |
| 5Y | +80.5% | -38.2% | +118.7% | +141.7% |
| All | -8.7% | -38.2% | +29.5% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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