-5.8%
OSCR vs TECK
+238.5%
-244.3%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.4% |
| 7D | +1.6% | -3.8% | +5.5% | +2.5% |
| 30D | +10.7% | +0.7% | +9.9% | +10.3% |
| 3M | +13.4% | +4.6% | +8.7% | +11.1% |
| 6M | +144.6% | +25.1% | +119.4% | +126.3% |
| YTD | +128.0% | +39.2% | +88.9% | +104.4% |
| 1Y | +68.7% | +60.3% | +8.3% | +45.3% |
| 3Y | +398.8% | +62.9% | +335.9% | +315.0% |
| 5Y | +87.3% | +181.5% | -94.2% | +42.3% |
| All | -5.8% | +238.5% | -244.3% | -32.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling