+398.8%
OSCR vs VMC
+18.8%
+380.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.3% |
| 7D | +1.6% | -3.8% | +5.4% | +2.9% |
| 30D | +10.7% | -9.7% | +20.4% | +14.5% |
| 3M | +13.4% | -9.6% | +23.0% | +16.6% |
| 6M | +144.6% | -4.8% | +149.4% | +144.9% |
| YTD | +128.0% | -10.9% | +138.9% | +131.4% |
| 1Y | +68.7% | -15.6% | +84.2% | +75.4% |
| 3Y | +398.8% | +19.3% | +379.5% | +307.9% |
| All | +398.8% | +18.8% | +380.0% | +307.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 3y: compounded portfolio wealth divided by compounded VMC 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…
3y analysis · Full analysis span regression · 6 months rolling