+6.2%
ROP vs OSCR
-11.8%
+17.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.8% | +2.4% | -1.2% |
| 7D | -6.1% | +4.7% | -10.8% | -6.3% |
| 30D | -3.4% | +14.8% | -18.1% | -4.0% |
| 3M | +16.7% | +16.7% | 0.0% | +15.7% |
| 6M | +8.1% | +127.5% | -119.4% | +3.7% |
| YTD | -11.7% | +121.0% | -132.7% | -15.2% |
| 1Y | -24.2% | +58.4% | -82.6% | -26.5% |
| 3Y | -19.0% | +392.4% | -411.4% | -27.4% |
| 5Y | -15.9% | +80.5% | -96.3% | -25.6% |
| All | +6.2% | -11.8% | +17.9% | -7.5% |
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