+71.3%
OSCR vs WOLF
+44.0%
+27.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.0% | -2.4% | +0.4% |
| 7D | +1.6% | -8.6% | +10.2% | +2.2% |
| 30D | +10.7% | -18.3% | +28.9% | +12.0% |
| 3M | +13.4% | -43.1% | +56.4% | +16.6% |
| 6M | +144.6% | +42.4% | +102.1% | +109.8% |
| YTD | +128.0% | +48.9% | +79.2% | +93.1% |
| All | +71.3% | +44.0% | +27.3% | +49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling