+145.0%
OSCR vs VIG
+7.7%
+137.3%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.0% | +3.3% |
| 7D | +1.1% | -2.2% | +3.3% | +4.5% |
| 30D | +16.5% | -3.2% | +19.7% | +22.2% |
| 3M | +17.0% | +3.0% | +13.9% | +11.8% |
| 6M | +145.0% | +8.1% | +136.8% | +104.0% |
| All | +145.0% | +7.7% | +137.3% | +104.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 6mo: compounded portfolio wealth divided by compounded VIG 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…
6mo analysis · Full analysis span regression · 6 months rolling