+105.1%
OSCR vs VCLT
-3.2%
+108.3%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.0% | +7.6% | +7.4% |
| 7D | +15.5% | +0.4% | +15.0% | +14.9% |
| 30D | +8.5% | +3.9% | +4.6% | +4.1% |
| 3M | +15.8% | -1.9% | +17.8% | +19.1% |
| 6M | +89.5% | -2.6% | +92.1% | +95.2% |
| YTD | +144.9% | -3.1% | +148.0% | +156.2% |
| 1Y | +105.1% | -3.6% | +108.6% | +117.9% |
| All | +105.1% | -3.2% | +108.3% | +117.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling