+491.2%
PR vs OSCR
-9.0%
+500.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.2% | +0.3% |
| 7D | +1.8% | +1.6% | +0.2% | +1.6% |
| 30D | +10.9% | +10.7% | +0.2% | +9.7% |
| 3M | +24.5% | +13.4% | +11.2% | +22.3% |
| 6M | +25.0% | +144.6% | -119.6% | +12.4% |
| YTD | +72.4% | +128.0% | -55.7% | +55.5% |
| 1Y | +77.2% | +68.7% | +8.6% | +63.5% |
| 3Y | +90.5% | +398.8% | -308.3% | +38.7% |
| 5Y | +423.5% | +87.3% | +336.3% | +308.9% |
| All | +491.2% | -9.0% | +500.2% | +421.8% |
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 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