+13.3%
RMBS vs OSCR
+75.7%
-62.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -0.3% | +5.8% | -6.2% | -0.5% |
| 30D | -12.2% | +7.1% | -19.3% | -12.4% |
| 3M | -49.5% | +36.7% | -86.2% | -50.4% |
| 6M | -7.1% | +114.3% | -121.4% | -16.8% |
| YTD | -7.0% | +124.4% | -131.4% | -17.9% |
| 1Y | +13.3% | +75.5% | -62.1% | +4.2% |
| All | +13.3% | +75.7% | -62.4% | +4.2% |
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 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