+395.9%
OSCR vs URA
+107.9%
+288.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.0% | +6.6% | +3.7% |
| 7D | +1.1% | -1.5% | +2.6% | +1.4% |
| 30D | +16.5% | -0.4% | +16.9% | +16.3% |
| 3M | +17.0% | +6.3% | +10.7% | +14.1% |
| 6M | +145.0% | -14.0% | +158.9% | +150.7% |
| YTD | +126.7% | +5.3% | +121.4% | +115.7% |
| 1Y | +67.2% | +11.7% | +55.6% | +53.8% |
| All | +395.9% | +107.9% | +288.0% | +254.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling