+75.5%
OSCR vs ULTA
+6.6%
+68.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.2% | -0.1% |
| 7D | +5.8% | +9.0% | -3.2% | +4.9% |
| 30D | +7.1% | +4.6% | +2.5% | +6.6% |
| 3M | +36.7% | +22.0% | +14.7% | +34.1% |
| 6M | +114.3% | -14.7% | +129.0% | +118.4% |
| YTD | +124.4% | -6.8% | +131.2% | +123.2% |
| 1Y | +75.5% | +6.5% | +68.9% | +70.3% |
| All | +75.5% | +6.6% | +68.8% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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