+105.1%
OSCR vs Z
-54.2%
+159.2%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +9.4% | -0.8% | +5.9% |
| 7D | +15.5% | +10.2% | +5.3% | +12.3% |
| 30D | +8.5% | +23.7% | -15.1% | +1.9% |
| 3M | +15.8% | -6.6% | +22.4% | +18.3% |
| 6M | +89.5% | -23.0% | +112.5% | +103.4% |
| YTD | +144.9% | -50.3% | +195.2% | +199.9% |
| 1Y | +105.1% | -53.6% | +158.7% | +157.6% |
| All | +105.1% | -54.2% | +159.2% | +157.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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