-8.7%
OSCR vs Z
-80.1%
+71.4%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.1% | -3.5% |
| 7D | +4.7% | -7.1% | +11.8% | +7.9% |
| 30D | +14.8% | -4.8% | +19.6% | +16.5% |
| 3M | +16.7% | -9.3% | +26.0% | +20.4% |
| 6M | +127.5% | -29.0% | +156.5% | +159.0% |
| YTD | +121.0% | -52.9% | +173.9% | +197.1% |
| 1Y | +58.4% | -63.1% | +121.5% | +136.6% |
| 3Y | +392.4% | -36.9% | +429.3% | +430.0% |
| 5Y | +80.5% | -65.5% | +146.0% | +119.0% |
| All | -8.7% | -80.1% | +71.4% | +34.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling