+480.8%
PR vs OSCR
-10.4%
+491.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +2.9% | +5.8% | -2.9% | +2.3% |
| 30D | +18.0% | +7.1% | +10.9% | +17.0% |
| 3M | +16.9% | +36.7% | -19.8% | +12.5% |
| 6M | +28.2% | +114.3% | -86.1% | +16.9% |
| YTD | +69.3% | +124.4% | -55.1% | +53.0% |
| 1Y | +69.5% | +75.5% | -6.0% | +55.5% |
| 3Y | +81.7% | +390.1% | -308.4% | +32.5% |
| 5Y | +422.2% | +77.1% | +345.1% | +311.1% |
| All | +480.8% | -10.4% | +491.2% | +413.4% |
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