+217.7%
RCL vs OSCR
+95.7%
+122.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.7% |
| 7D | -2.5% | +1.1% | -3.5% | -2.6% |
| 30D | -15.7% | +16.5% | -32.2% | -17.7% |
| 3M | -3.6% | +17.0% | -20.6% | -6.5% |
| 6M | -8.7% | +145.0% | -153.6% | -22.0% |
| YTD | -6.2% | +126.7% | -132.9% | -19.3% |
| 1Y | -22.9% | +67.2% | -90.1% | -31.6% |
| 3Y | +173.6% | +405.1% | -231.5% | +73.4% |
| All | +217.7% | +95.7% | +122.0% | +107.1% |
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