-15.0%
ROP vs OSCR
+96.8%
-111.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | -4.6% | +1.6% | -6.2% | -4.7% |
| 30D | -1.7% | +10.7% | -12.4% | -2.2% |
| 3M | +17.1% | +13.4% | +3.7% | +16.1% |
| 6M | +10.9% | +144.6% | -133.7% | +5.6% |
| YTD | -12.1% | +128.0% | -140.1% | -16.1% |
| 1Y | -24.2% | +68.7% | -92.9% | -26.9% |
| 3Y | -20.4% | +398.8% | -419.2% | -29.8% |
| All | -15.0% | +96.8% | -111.8% | -24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling