-5.8%
OSCR vs ZBRA
-30.0%
+24.1%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.3% | -0.4% |
| 7D | +1.6% | -3.4% | +5.0% | +3.4% |
| 30D | +10.7% | -7.4% | +18.1% | +14.9% |
| 3M | +13.4% | +57.5% | -44.2% | -14.3% |
| 6M | +144.6% | +64.0% | +80.6% | +78.5% |
| YTD | +128.0% | +44.3% | +83.8% | +77.0% |
| 1Y | +68.7% | +10.9% | +57.8% | +51.6% |
| 3Y | +398.8% | +37.5% | +361.3% | +264.5% |
| 5Y | +87.3% | -39.7% | +126.9% | +125.4% |
| All | -5.8% | -30.0% | +24.1% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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