-5.8%
OSCR vs VO
+60.0%
-65.8%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | -0.7% |
| 7D | +1.6% | -1.5% | +3.1% | +4.2% |
| 30D | +10.7% | -3.0% | +13.7% | +16.6% |
| 3M | +13.4% | +2.8% | +10.5% | +8.2% |
| 6M | +144.6% | +10.9% | +133.6% | +105.5% |
| YTD | +128.0% | +12.5% | +115.6% | +87.6% |
| 1Y | +68.7% | +12.0% | +56.7% | +40.5% |
| 3Y | +398.8% | +56.3% | +342.5% | +130.2% |
| 5Y | +87.3% | +42.9% | +44.3% | +7.5% |
| All | -5.8% | +60.0% | -65.8% | -56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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