-6.4%
OSCR vs VCLT
-10.7%
+4.3%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.7% | +3.9% |
| 7D | +1.1% | -1.3% | +2.3% | +2.5% |
| 30D | +16.5% | -1.1% | +17.6% | +18.0% |
| 3M | +17.0% | -3.7% | +20.7% | +22.2% |
| 6M | +145.0% | -4.0% | +149.0% | +156.6% |
| YTD | +126.7% | -3.4% | +130.1% | +135.9% |
| 1Y | +67.2% | -4.1% | +71.4% | +75.9% |
| 3Y | +405.1% | +11.0% | +394.1% | +350.8% |
| 5Y | +86.2% | -17.0% | +103.2% | +135.7% |
| All | -6.4% | -10.7% | +4.3% | +6.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling