+95.7%
QQQ vs OSCR
+96.8%
-1.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.8% |
| 7D | -0.6% | +1.6% | -2.2% | -0.7% |
| 30D | -1.2% | +10.7% | -11.9% | -2.2% |
| 3M | -0.2% | +13.4% | -13.6% | -1.7% |
| 6M | +17.9% | +144.6% | -126.6% | +7.4% |
| YTD | +16.6% | +128.0% | -111.4% | +6.7% |
| 1Y | +23.0% | +68.7% | -45.7% | +14.6% |
| 3Y | +92.9% | +398.8% | -305.8% | +50.5% |
| All | +95.7% | +96.8% | -1.1% | +50.2% |
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