-56.7%
SE vs OSCR
-11.8%
-45.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.8% | -0.3% | -3.3% |
| 7D | -3.6% | +4.7% | -8.3% | -4.6% |
| 30D | -5.3% | +14.8% | -20.1% | -8.3% |
| 3M | +28.1% | +16.7% | +11.4% | +23.1% |
| 6M | +20.7% | +127.5% | -106.9% | -0.7% |
| YTD | -14.8% | +121.0% | -135.8% | -29.7% |
| 1Y | -43.6% | +58.4% | -102.0% | -51.0% |
| 3Y | +184.2% | +392.4% | -208.2% | +59.1% |
| 5Y | -66.3% | +80.5% | -146.8% | -79.7% |
| All | -56.7% | -11.8% | -45.0% | -67.0% |
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