+85.4%
SO vs OSCR
-9.0%
+94.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.2% | -0.7% |
| 7D | -1.1% | +1.6% | -2.7% | -1.1% |
| 30D | -5.0% | +10.7% | -15.7% | -5.2% |
| 3M | -5.8% | +13.4% | -19.1% | -6.1% |
| 6M | -7.9% | +144.6% | -152.5% | -9.8% |
| YTD | +2.4% | +128.0% | -125.6% | +0.5% |
| 1Y | -2.3% | +68.7% | -70.9% | -3.7% |
| 3Y | +41.9% | +398.8% | -356.9% | +34.8% |
| 5Y | +58.1% | +87.3% | -29.2% | +49.3% |
| All | +85.4% | -9.0% | +94.4% | +78.7% |
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