+100.7%
ROST vs OSCR
+401.8%
-301.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.7% | +2.3% |
| 7D | +0.2% | +1.6% | -1.4% | +0.1% |
| 30D | -6.9% | +10.7% | -17.5% | -7.5% |
| 3M | -3.3% | +13.4% | -16.7% | -4.4% |
| 6M | +9.0% | +144.6% | -135.5% | +1.5% |
| YTD | +28.9% | +128.0% | -99.2% | +20.4% |
| 1Y | +54.0% | +68.7% | -14.7% | +45.8% |
| 3Y | +100.7% | +398.8% | -298.1% | +56.2% |
| All | +100.7% | +401.8% | -301.1% | +56.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling