+488.3%
OSCR vs VLTO
+24.3%
+464.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.3% |
| 7D | +1.6% | -2.3% | +3.9% | +2.7% |
| 30D | +10.7% | -2.7% | +13.3% | +12.1% |
| 3M | +13.4% | +14.0% | -0.7% | +6.0% |
| 6M | +144.6% | +3.3% | +141.3% | +139.6% |
| YTD | +128.0% | -5.4% | +133.5% | +132.9% |
| 1Y | +68.7% | -13.3% | +81.9% | +79.2% |
| All | +488.3% | +24.3% | +464.1% | +375.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 10y: compounded portfolio wealth divided by compounded VLTO 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…
10y analysis · Full analysis span regression · 6 months rolling