-30.2%
RIG vs OSCR
+401.8%
-432.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.8% |
| 7D | -3.1% | +1.6% | -4.7% | -3.2% |
| 30D | -0.5% | +10.7% | -11.2% | -1.5% |
| 3M | -6.0% | +13.4% | -19.3% | -7.4% |
| 6M | -10.1% | +144.6% | -154.7% | -17.3% |
| YTD | +37.3% | +128.0% | -90.8% | +26.7% |
| 1Y | +73.9% | +68.7% | +5.3% | +62.8% |
| 3Y | -30.2% | +398.8% | -429.0% | -50.2% |
| All | -30.2% | +401.8% | -432.0% | -50.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling