+59.5%
OSCR vs VSXY
+37.5%
+22.0%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.5% | +0.1% |
| 7D | +1.6% | +0.1% | +1.5% | +1.6% |
| 30D | +10.7% | -18.7% | +29.3% | +13.6% |
| 3M | +13.4% | -4.0% | +17.3% | +13.1% |
| 6M | +144.6% | +67.5% | +77.1% | +116.0% |
| YTD | +128.0% | +39.7% | +88.4% | +106.8% |
| 1Y | +68.7% | +180.0% | -111.3% | +31.8% |
| 3Y | +398.8% | +337.3% | +61.5% | +220.6% |
| 5Y | +87.3% | +22.7% | +64.6% | +47.6% |
| All | +59.5% | +37.5% | +22.0% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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