+150.1%
SLV vs OSCR
-11.8%
+161.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.8% | +6.1% | +2.4% |
| 7D | +2.8% | +4.7% | -1.9% | +2.6% |
| 30D | +2.2% | +14.8% | -12.6% | +1.5% |
| 3M | +2.9% | +16.7% | -13.8% | +2.0% |
| 6M | -22.4% | +127.5% | -149.9% | -25.5% |
| YTD | -5.7% | +121.0% | -126.8% | -9.4% |
| 1Y | +63.3% | +58.4% | +4.9% | +58.1% |
| 3Y | +189.0% | +392.4% | -203.4% | +162.9% |
| 5Y | +172.7% | +80.5% | +92.2% | +148.4% |
| All | +150.1% | -11.8% | +161.9% | +153.4% |
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