+46.4%
RF vs OSCR
+154.5%
-108.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.8% | +4.0% | +1.4% |
| 7D | +1.9% | +1.3% | +0.6% | +1.8% |
| 30D | +7.3% | -9.5% | +16.9% | +8.0% |
| 3M | -7.9% | +0.9% | -8.8% | -8.2% |
| 6M | +10.5% | +31.5% | -20.9% | +7.6% |
| YTD | +9.6% | +116.1% | -106.4% | +2.5% |
| 1Y | +20.3% | +122.6% | -102.3% | +11.8% |
| 3Y | +119.5% | +356.6% | -237.1% | +79.6% |
| All | +46.4% | +154.5% | -108.1% | +15.2% |
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 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