+354.6%
P vs OSCR
-10.4%
+365.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +6.5% | +5.8% | +0.7% | +5.7% |
| 30D | +18.8% | +7.1% | +11.7% | +17.5% |
| 3M | +26.7% | +36.7% | -9.9% | +20.4% |
| 6M | +62.2% | +114.3% | -52.1% | +43.0% |
| YTD | +48.5% | +124.4% | -75.9% | +29.6% |
| 1Y | +26.4% | +75.5% | -49.1% | +12.4% |
| 3Y | +159.4% | +390.1% | -230.7% | +78.9% |
| 5Y | +275.8% | +77.1% | +198.7% | +185.0% |
| All | +354.6% | -10.4% | +365.0% | +346.7% |
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 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