+12.7%
OTIS vs OSCR
-9.0%
+21.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.8% |
| 7D | -3.0% | +1.6% | -4.6% | -3.0% |
| 30D | -6.0% | +10.7% | -16.7% | -6.5% |
| 3M | -0.9% | +13.4% | -14.2% | -1.6% |
| 6M | -17.3% | +144.6% | -161.9% | -21.2% |
| YTD | -19.6% | +128.0% | -147.6% | -23.2% |
| 1Y | -21.0% | +68.7% | -89.7% | -23.9% |
| 3Y | -12.1% | +398.8% | -410.9% | -23.3% |
| 5Y | -17.1% | +87.3% | -104.3% | -28.0% |
| All | +12.7% | -9.0% | +21.7% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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