+86.3%
RF vs OSCR
+96.8%
-10.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.6% |
| 7D | -1.0% | +1.6% | -2.6% | -1.1% |
| 30D | -3.7% | +10.7% | -14.4% | -4.4% |
| 3M | +5.3% | +13.4% | -8.0% | +4.1% |
| 6M | +17.2% | +144.6% | -127.3% | +9.1% |
| YTD | +14.5% | +128.0% | -113.6% | +6.9% |
| 1Y | +15.9% | +68.7% | -52.7% | +9.8% |
| 3Y | +91.2% | +398.8% | -307.6% | +55.7% |
| All | +86.3% | +96.8% | -10.5% | +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 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