-6.4%
OSCR vs VIG
+86.4%
-92.8%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.0% | +3.3% |
| 7D | +1.1% | -2.2% | +3.3% | +4.7% |
| 30D | +16.5% | -3.2% | +19.7% | +22.8% |
| 3M | +17.0% | +3.0% | +13.9% | +11.4% |
| 6M | +145.0% | +8.1% | +136.8% | +115.9% |
| YTD | +126.7% | +9.1% | +117.7% | +97.1% |
| 1Y | +67.2% | +12.6% | +54.7% | +38.8% |
| 3Y | +405.1% | +55.4% | +349.7% | +143.3% |
| 5Y | +86.2% | +62.8% | +23.4% | -10.7% |
| All | -6.4% | +86.4% | -92.8% | -59.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling