-1.8%
RMBS vs OSCR
+64.1%
-66.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.9% |
| 7D | +1.8% | +1.6% | +0.2% | +1.7% |
| 30D | -13.9% | +10.7% | -24.6% | -14.2% |
| 3M | -39.8% | +13.4% | -53.2% | -40.1% |
| 6M | -6.0% | +144.6% | -150.6% | -17.8% |
| YTD | -5.4% | +128.0% | -133.4% | -17.4% |
| 1Y | -1.8% | +68.7% | -70.5% | -10.8% |
| All | -1.8% | +64.1% | -66.0% | -10.8% |
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