+398.8%
OSCR vs VO
+55.8%
+342.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | -0.5% |
| 7D | +1.6% | -1.5% | +3.1% | +3.8% |
| 30D | +10.7% | -3.0% | +13.7% | +15.7% |
| 3M | +13.4% | +2.8% | +10.5% | +9.1% |
| 6M | +144.6% | +10.9% | +133.6% | +110.7% |
| YTD | +128.0% | +12.5% | +115.6% | +93.4% |
| 1Y | +68.7% | +12.0% | +56.7% | +44.5% |
| 3Y | +398.8% | +56.3% | +342.5% | +125.4% |
| All | +398.8% | +55.8% | +342.9% | +125.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling