+79.5%
RF vs OSCR
-9.5%
+89.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | 0.0% |
| 7D | -1.6% | +1.1% | -2.7% | -1.7% |
| 30D | -4.3% | +16.5% | -20.7% | -5.3% |
| 3M | +5.9% | +17.0% | -11.1% | +4.4% |
| 6M | +14.1% | +145.0% | -130.8% | +6.6% |
| YTD | +13.8% | +126.7% | -112.9% | +6.6% |
| 1Y | +15.2% | +67.2% | -52.0% | +9.5% |
| 3Y | +90.6% | +405.1% | -314.5% | +57.3% |
| 5Y | +88.9% | +86.2% | +2.7% | +53.7% |
| All | +79.5% | -9.5% | +89.0% | +52.2% |
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 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 · 6 months rolling