-5.8%
OSCR vs TROW
-19.8%
+14.0%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.4% |
| 7D | +1.6% | -3.2% | +4.8% | +3.9% |
| 30D | +10.7% | -4.6% | +15.3% | +14.3% |
| 3M | +13.4% | -0.7% | +14.0% | +13.0% |
| 6M | +144.6% | +22.2% | +122.3% | +111.2% |
| YTD | +128.0% | +6.6% | +121.4% | +115.7% |
| 1Y | +68.7% | +5.8% | +62.8% | +61.1% |
| 3Y | +398.8% | +11.6% | +387.2% | +338.5% |
| 5Y | +87.3% | -38.9% | +126.2% | +116.6% |
| All | -5.8% | -19.8% | +14.0% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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