+479.0%
OSCR vs VLTO
+27.2%
+451.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.8% |
| 7D | +5.8% | -2.3% | +8.1% | +7.0% |
| 30D | +7.1% | -0.9% | +8.0% | +7.5% |
| 3M | +36.7% | +13.8% | +22.8% | +27.7% |
| 6M | +114.3% | +2.0% | +112.3% | +111.5% |
| YTD | +124.4% | -3.2% | +127.6% | +126.8% |
| 1Y | +75.5% | -9.2% | +84.6% | +82.4% |
| All | +479.0% | +27.2% | +451.8% | +362.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling