+398.8%
OSCR vs ZCMD
-100.0%
+498.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.0% | +7.6% | +0.6% |
| 7D | +1.6% | -5.4% | +7.0% | +1.6% |
| 30D | +10.7% | -24.8% | +35.4% | +10.9% |
| 3M | +13.4% | -62.8% | +76.1% | +13.1% |
| 6M | +144.6% | -99.5% | +244.1% | +175.8% |
| YTD | +128.0% | -99.8% | +227.8% | +165.8% |
| 1Y | +68.7% | -99.9% | +168.6% | +105.3% |
| 3Y | +398.8% | -100.0% | +498.8% | +557.5% |
| All | +398.8% | -100.0% | +498.8% | +557.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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