+94.0%
OSCR vs UMAC
+473.8%
-379.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.0% | +0.7% |
| 7D | +1.6% | -3.4% | +5.0% | +1.8% |
| 30D | +10.7% | -15.1% | +25.8% | +11.3% |
| 3M | +13.4% | -10.8% | +24.1% | +13.3% |
| 6M | +144.6% | +15.7% | +128.9% | +137.9% |
| YTD | +128.0% | +80.1% | +47.9% | +116.6% |
| 1Y | +68.7% | +116.7% | -48.1% | +58.4% |
| All | +94.0% | +473.8% | -379.7% | +69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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