+87.1%
ROK vs OSCR
-9.0%
+96.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.6% |
| 7D | -1.2% | +1.6% | -2.9% | -1.4% |
| 30D | -4.8% | +10.7% | -15.5% | -5.7% |
| 3M | -6.1% | +13.4% | -19.4% | -7.4% |
| 6M | +15.5% | +144.6% | -129.1% | +6.1% |
| YTD | +11.2% | +128.0% | -116.9% | +2.4% |
| 1Y | +23.8% | +68.7% | -44.8% | +16.0% |
| 3Y | +53.1% | +398.8% | -345.7% | +24.9% |
| 5Y | +48.3% | +87.3% | -39.0% | +19.3% |
| All | +87.1% | -9.0% | +96.0% | +50.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling