+91.5%
OSCR vs Z
-64.7%
+156.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.0% | -3.4% | -1.1% |
| 7D | +1.6% | -6.0% | +7.7% | +4.1% |
| 30D | +10.7% | -2.3% | +13.0% | +11.1% |
| 3M | +13.4% | -0.6% | +14.0% | +12.6% |
| 6M | +144.6% | -27.6% | +172.2% | +175.7% |
| YTD | +128.0% | -52.4% | +180.4% | +204.5% |
| 1Y | +68.7% | -63.6% | +132.3% | +152.9% |
| 3Y | +398.8% | -36.4% | +435.2% | +434.9% |
| All | +91.5% | -64.7% | +156.2% | +113.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling