-5.8%
OSCR vs URA
+178.0%
-183.9%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +3.8% | +1.9% |
| 7D | +1.6% | -5.5% | +7.1% | +3.9% |
| 30D | +10.7% | -3.7% | +14.4% | +11.9% |
| 3M | +13.4% | -2.9% | +16.3% | +13.3% |
| 6M | +144.6% | -15.2% | +159.8% | +154.1% |
| YTD | +128.0% | +1.9% | +126.2% | +114.2% |
| 1Y | +68.7% | +6.9% | +61.7% | +51.1% |
| 3Y | +398.8% | +99.6% | +299.2% | +199.4% |
| 5Y | +87.3% | +101.2% | -13.9% | +4.3% |
| All | -5.8% | +178.0% | -183.9% | -56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling