+82.3%
RF vs OSCR
-10.4%
+92.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.3% | +5.8% | -4.5% | +0.9% |
| 30D | -3.6% | +7.1% | -10.7% | -4.2% |
| 3M | +8.1% | +36.7% | -28.6% | +5.5% |
| 6M | +11.5% | +114.3% | -102.8% | +5.0% |
| YTD | +15.6% | +124.4% | -108.9% | +8.3% |
| 1Y | +15.7% | +75.5% | -59.8% | +9.5% |
| 3Y | +86.9% | +390.1% | -303.2% | +54.6% |
| 5Y | +89.8% | +77.1% | +12.7% | +54.7% |
| All | +82.3% | -10.4% | +92.7% | +54.7% |
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