+348.5%
P vs OSCR
-9.0%
+357.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.8% | +4.3% |
| 7D | -1.3% | +1.6% | -2.9% | -1.6% |
| 30D | -11.9% | +10.7% | -22.5% | -13.1% |
| 3M | +41.6% | +13.4% | +28.2% | +38.3% |
| 6M | +58.1% | +144.6% | -86.4% | +36.8% |
| YTD | +46.5% | +128.0% | -81.5% | +27.6% |
| 1Y | +19.1% | +68.7% | -49.6% | +6.5% |
| 3Y | +150.6% | +398.8% | -248.2% | +72.5% |
| 5Y | +271.8% | +87.3% | +184.5% | +179.2% |
| All | +348.5% | -9.0% | +357.5% | +339.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling