-58.1%
ROKU vs OSCR
-9.0%
-49.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | -0.4% | +1.6% | -2.0% | -0.8% |
| 30D | +2.1% | +10.7% | -8.6% | -0.5% |
| 3M | +29.5% | +13.4% | +16.1% | +24.3% |
| 6M | +53.8% | +144.6% | -90.8% | +21.3% |
| YTD | +42.8% | +128.0% | -85.2% | +14.0% |
| 1Y | +60.7% | +68.7% | -7.9% | +34.2% |
| 3Y | +83.9% | +398.8% | -314.9% | -0.6% |
| 5Y | -52.8% | +87.3% | -140.1% | -74.7% |
| All | -58.1% | -9.0% | -49.1% | -70.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling