+476.8%
PR vs OSCR
-13.8%
+490.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.8% | +4.0% | +1.5% |
| 7D | +6.0% | +1.3% | +4.7% | +5.8% |
| 30D | -4.2% | -9.5% | +5.3% | -3.6% |
| 3M | +10.0% | +0.9% | +9.1% | +9.3% |
| 6M | +15.6% | +31.5% | -15.8% | +11.1% |
| YTD | +68.2% | +116.1% | -47.9% | +51.9% |
| 1Y | +79.2% | +122.6% | -43.4% | +60.5% |
| 3Y | +94.9% | +356.6% | -261.7% | +43.7% |
| 5Y | +272.8% | +154.9% | +117.8% | +177.5% |
| All | +476.8% | -13.8% | +490.6% | +409.7% |
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 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