+68.6%
OSCR vs WOLF
+57.5%
+11.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.6% | -5.6% | -0.4% |
| 7D | +5.8% | +9.7% | -3.8% | +5.1% |
| 30D | +7.1% | +12.5% | -5.4% | +5.7% |
| 3M | +36.7% | -57.7% | +94.4% | +44.2% |
| 6M | +114.3% | +37.7% | +76.6% | +84.8% |
| YTD | +124.4% | +62.8% | +61.6% | +88.8% |
| All | +68.6% | +57.5% | +11.1% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 1y: compounded portfolio wealth divided by compounded WOLF 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…
1y analysis · Full analysis span regression · 6 months rolling