+182.7%
RCL vs OSCR
-11.8%
+194.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.8% | +2.0% | -1.2% |
| 7D | -2.2% | +4.7% | -6.9% | -2.9% |
| 30D | -15.7% | +14.8% | -30.4% | -17.5% |
| 3M | -8.0% | +16.7% | -24.7% | -10.6% |
| 6M | -10.1% | +127.5% | -137.6% | -22.1% |
| YTD | -5.9% | +121.0% | -126.9% | -18.5% |
| 1Y | -23.5% | +58.4% | -81.9% | -31.4% |
| 3Y | +174.4% | +392.4% | -218.0% | +78.0% |
| 5Y | +227.1% | +80.5% | +146.7% | +116.6% |
| All | +182.7% | -11.8% | +194.5% | +116.9% |
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