+53.0%
OVV vs OSCR
+386.4%
-333.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.8% | +4.2% | +0.5% |
| 7D | -3.8% | +4.7% | -8.5% | -3.9% |
| 30D | +1.3% | +14.8% | -13.5% | +1.0% |
| 3M | +14.3% | +16.7% | -2.3% | +13.9% |
| 6M | +21.1% | +127.5% | -106.4% | +18.5% |
| YTD | +66.0% | +121.0% | -55.0% | +62.3% |
| 1Y | +59.3% | +58.4% | +0.9% | +57.1% |
| All | +53.0% | +386.4% | -333.4% | +38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling