+147.7%
P vs OSCR
+386.4%
-238.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.8% | -0.2% | -3.7% |
| 7D | +5.0% | +4.7% | +0.3% | +4.6% |
| 30D | -0.9% | +14.8% | -15.7% | -2.2% |
| 3M | +38.7% | +16.7% | +22.0% | +35.9% |
| 6M | +54.4% | +127.5% | -73.1% | +39.4% |
| YTD | +44.8% | +121.0% | -76.2% | +30.8% |
| 1Y | +22.5% | +58.4% | -35.9% | +13.2% |
| All | +147.7% | +386.4% | -238.6% | +92.3% |
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