+91.5%
OSCR vs VICR
+57.6%
+33.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +11.2% | -10.6% | -1.3% |
| 7D | +1.6% | +5.0% | -3.4% | +0.7% |
| 30D | +10.7% | -12.5% | +23.1% | +12.5% |
| 3M | +13.4% | -33.6% | +47.0% | +18.3% |
| 6M | +144.6% | +10.7% | +133.9% | +120.0% |
| YTD | +128.0% | +80.6% | +47.5% | +82.7% |
| 1Y | +68.7% | +288.4% | -219.7% | +11.4% |
| 3Y | +398.8% | +213.8% | +185.0% | +214.3% |
| All | +91.5% | +57.6% | +33.9% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 5y: compounded portfolio wealth divided by compounded VICR 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…
5y analysis · Full analysis span regression · 6 months rolling