+89.2%
PR vs OSCR
+386.4%
-297.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.7% | 0.0% |
| 7D | -0.8% | +4.7% | -5.6% | -0.9% |
| 30D | +11.3% | +14.8% | -3.5% | +10.9% |
| 3M | +24.1% | +16.7% | +7.4% | +23.4% |
| 6M | +25.4% | +127.5% | -102.1% | +21.8% |
| YTD | +71.2% | +121.0% | -49.8% | +66.1% |
| 1Y | +78.6% | +58.4% | +20.2% | +75.2% |
| All | +89.2% | +386.4% | -297.2% | +64.7% |
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 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