+138.8%
QQQ vs OSCR
-9.0%
+147.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.1% |
| 3M | -0.2% | +13.4% | -13.6% | -1.7% |
| 6M | +17.9% | +144.6% | -126.6% | +7.9% |
| YTD | +16.6% | +128.0% | -111.4% | +7.1% |
| 1Y | +23.0% | +68.7% | -45.7% | +14.9% |
| 3Y | +92.9% | +398.8% | -305.8% | +53.2% |
| 5Y | +95.6% | +87.3% | +8.3% | +53.4% |
| All | +138.8% | -9.0% | +147.8% | +101.3% |
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