+116.0%
ROST vs OSCR
-9.5%
+125.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.1% |
| 7D | -2.5% | +1.1% | -3.5% | -2.6% |
| 30D | -10.3% | +16.5% | -26.8% | -11.5% |
| 3M | -2.6% | +17.0% | -19.6% | -4.2% |
| 6M | +6.5% | +145.0% | -138.4% | -2.5% |
| YTD | +25.9% | +126.7% | -100.8% | +15.8% |
| 1Y | +52.3% | +67.2% | -14.9% | +42.6% |
| 3Y | +94.6% | +405.1% | -310.6% | +54.8% |
| 5Y | +111.1% | +86.2% | +24.9% | +66.5% |
| All | +116.0% | -9.5% | +125.5% | +86.3% |
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 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