-5.8%
OSCR vs ULTA
+62.1%
-67.9%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | -0.3% |
| 7D | +1.6% | -3.1% | +4.7% | +2.9% |
| 30D | +10.7% | +2.8% | +7.9% | +9.0% |
| 3M | +13.4% | +14.8% | -1.4% | +6.2% |
| 6M | +144.6% | -16.2% | +160.8% | +160.0% |
| YTD | +128.0% | -9.6% | +137.7% | +132.7% |
| 1Y | +68.7% | +4.8% | +63.9% | +59.0% |
| 3Y | +398.8% | +30.7% | +368.1% | +289.6% |
| 5Y | +87.3% | +45.9% | +41.4% | +35.6% |
| All | -5.8% | +62.1% | -67.9% | -35.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling