-57.7%
SE vs OSCR
-9.0%
-48.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.5% |
| 7D | -5.2% | +1.6% | -6.8% | -5.5% |
| 30D | -17.1% | +10.7% | -27.7% | -19.1% |
| 3M | +24.0% | +13.4% | +10.6% | +19.9% |
| 6M | +21.0% | +144.6% | -123.6% | -1.9% |
| YTD | -16.7% | +128.0% | -144.8% | -31.8% |
| 1Y | -45.9% | +68.7% | -114.6% | -53.7% |
| 3Y | +177.8% | +398.8% | -221.0% | +55.2% |
| 5Y | -67.4% | +87.3% | -154.6% | -80.5% |
| All | -57.7% | -9.0% | -48.7% | -67.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling