+14.3%
ROL vs OSCR
-11.8%
+26.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.8% | +2.6% | -1.1% |
| 7D | -3.3% | +4.7% | -8.0% | -3.4% |
| 30D | -7.2% | +14.8% | -22.0% | -7.6% |
| 3M | -27.0% | +16.7% | -43.7% | -27.4% |
| 6M | -39.5% | +127.5% | -167.0% | -41.0% |
| YTD | -41.8% | +121.0% | -162.8% | -43.2% |
| 1Y | -38.9% | +58.4% | -97.3% | -40.0% |
| 3Y | -0.4% | +392.4% | -392.8% | -9.0% |
| 5Y | -4.2% | +80.5% | -84.7% | -13.1% |
| All | +14.3% | -11.8% | +26.1% | +5.2% |
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 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