-39.5%
ROL vs OSCR
+132.2%
-171.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.8% | +2.6% | -0.8% |
| 7D | -3.3% | +4.7% | -8.0% | -3.8% |
| 30D | -7.2% | +14.8% | -22.0% | -8.6% |
| 3M | -27.0% | +16.7% | -43.7% | -28.5% |
| 6M | -39.5% | +127.5% | -167.0% | -45.7% |
| All | -39.5% | +132.2% | -171.7% | -45.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling