-48.8%
SE vs OSCR
+104.5%
-153.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +8.6% | -4.1% | +2.5% |
| 7D | +6.7% | +15.5% | -8.8% | +3.2% |
| 30D | -17.2% | +8.5% | -25.7% | -19.0% |
| 3M | -28.0% | +15.8% | -43.9% | -30.9% |
| 6M | -6.1% | +89.5% | -95.6% | -20.5% |
| YTD | -37.1% | +144.9% | -182.0% | -50.2% |
| 1Y | -48.8% | +105.1% | -153.8% | -58.8% |
| All | -48.8% | +104.5% | -153.2% | -58.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling