+75.5%
OSCR vs TECK
+108.8%
-33.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +5.8% | -0.3% | +6.2% | +5.9% |
| 30D | +7.1% | +4.6% | +2.5% | +5.9% |
| 3M | +36.7% | +2.8% | +33.8% | +35.2% |
| 6M | +114.3% | +24.9% | +89.4% | +95.0% |
| YTD | +124.4% | +44.7% | +79.7% | +92.2% |
| 1Y | +75.5% | +112.0% | -36.5% | +31.3% |
| All | +75.5% | +108.8% | -33.3% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 1y: compounded portfolio wealth divided by compounded TECK 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…
1y analysis · Full analysis span regression · 6 months rolling