+73.3%
PR vs OSCR
+58.2%
+15.1%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.2% | +0.4% |
| 7D | -0.2% | +1.1% | -1.2% | -0.1% |
| 30D | +10.4% | +16.5% | -6.0% | +11.1% |
| 3M | +21.1% | +17.0% | +4.2% | +21.9% |
| 6M | +28.8% | +145.0% | -116.2% | +31.4% |
| YTD | +71.8% | +126.7% | -54.9% | +74.6% |
| 1Y | +73.3% | +67.2% | +6.1% | +77.3% |
| All | +73.3% | +58.2% | +15.1% | +77.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling