+398.8%
OSCR vs VRSN
+44.6%
+354.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.8% | +0.1% |
| 7D | +1.6% | +0.2% | +1.4% | +1.5% |
| 30D | +10.7% | +3.8% | +6.9% | +9.0% |
| 3M | +13.4% | +5.0% | +8.3% | +10.5% |
| 6M | +144.6% | +24.9% | +119.7% | +116.1% |
| YTD | +128.0% | +21.6% | +106.4% | +103.0% |
| 1Y | +68.7% | +2.4% | +66.2% | +66.1% |
| 3Y | +398.8% | +47.3% | +351.4% | +312.3% |
| All | +398.8% | +44.6% | +354.2% | +312.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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