+105.1%
OSCR vs TECK
+59.3%
+45.8%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +4.3% | +4.3% | +7.8% |
| 7D | +15.5% | +2.3% | +13.2% | +14.9% |
| 30D | +8.5% | -5.0% | +13.6% | +9.4% |
| 3M | +15.8% | -0.3% | +16.1% | +15.4% |
| 6M | +89.5% | +13.9% | +75.6% | +77.9% |
| YTD | +144.9% | +35.2% | +109.7% | +114.6% |
| 1Y | +105.1% | +57.5% | +47.5% | +65.3% |
| All | +105.1% | +59.3% | +45.8% | +65.3% |
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