-75.5%
RAM vs OSCR
+7.1%
-82.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +4.9% | +8.6% | +13.9% |
| 7D | -23.6% | +3.7% | -27.3% | -22.1% |
| 30D | -52.2% | -3.7% | -48.5% | -52.0% |
| 3M | -43.9% | +15.2% | -59.1% | -41.8% |
| All | -75.5% | +7.1% | -82.7% | -73.5% |
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 10y: 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…
10y analysis · Full analysis span regression · Available span rolling