-5.1%
OSCR vs URA
+203.4%
-208.5%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.1% | -0.8% | +1.1% |
| 7D | +10.7% | +8.1% | +2.6% | +7.2% |
| 30D | +18.3% | +5.8% | +12.5% | +15.1% |
| 3M | +20.5% | +3.4% | +17.1% | +17.3% |
| 6M | +138.5% | -2.6% | +141.1% | +133.4% |
| YTD | +129.7% | +11.2% | +118.6% | +108.3% |
| 1Y | +62.8% | +19.8% | +42.9% | +38.9% |
| 3Y | +411.8% | +121.5% | +290.3% | +193.8% |
| 5Y | +99.9% | +134.5% | -34.5% | +4.2% |
| All | -5.1% | +203.4% | -208.5% | -57.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling