+398.8%
OSCR vs ZBH
-20.7%
+419.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.6% | +0.1% |
| 7D | +1.6% | -4.7% | +6.3% | +3.5% |
| 30D | +10.7% | -4.5% | +15.2% | +12.7% |
| 3M | +13.4% | +7.6% | +5.8% | +9.6% |
| 6M | +144.6% | +0.3% | +144.3% | +141.9% |
| YTD | +128.0% | +4.5% | +123.5% | +121.1% |
| 1Y | +68.7% | -9.4% | +78.0% | +72.7% |
| 3Y | +398.8% | -21.5% | +420.3% | +378.9% |
| All | +398.8% | -20.7% | +419.5% | +378.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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