+73.7%
RIO vs OSCR
+75.7%
-2.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | 0.0% | +5.8% | -5.9% | -0.2% |
| 30D | +4.0% | +7.1% | -3.1% | +3.6% |
| 3M | +0.1% | +36.7% | -36.5% | -1.4% |
| 6M | +12.7% | +114.3% | -101.6% | +7.0% |
| YTD | +35.6% | +124.4% | -88.9% | +27.7% |
| 1Y | +73.7% | +75.5% | -1.8% | +64.9% |
| All | +73.7% | +75.7% | -2.1% | +64.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling