+422.7%
PR vs OSCR
+95.2%
+327.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.1% | +1.0% |
| 7D | -0.6% | +10.7% | -11.2% | -1.5% |
| 30D | +17.4% | +18.3% | -0.9% | +15.5% |
| 3M | +21.8% | +20.5% | +1.2% | +19.1% |
| 6M | +27.6% | +138.5% | -110.9% | +16.0% |
| YTD | +71.4% | +129.7% | -58.3% | +55.8% |
| 1Y | +78.3% | +62.8% | +15.6% | +66.3% |
| 3Y | +85.5% | +411.8% | -326.3% | +37.3% |
| 5Y | +422.7% | +99.9% | +322.7% | +292.2% |
| All | +422.7% | +95.2% | +327.4% | +292.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling