+87.9%
SO vs OSCR
-11.8%
+99.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.1% | -0.7% |
| 7D | 0.0% | +4.7% | -4.7% | -0.1% |
| 30D | -2.5% | +14.8% | -17.3% | -2.8% |
| 3M | -4.2% | +16.7% | -20.9% | -4.5% |
| 6M | -7.7% | +127.5% | -135.2% | -9.4% |
| YTD | +3.8% | +121.0% | -117.2% | +1.9% |
| 1Y | +0.1% | +58.4% | -58.4% | -1.3% |
| 3Y | +44.2% | +392.4% | -348.2% | +37.0% |
| 5Y | +57.9% | +80.5% | -22.6% | +49.2% |
| All | +87.9% | -11.8% | +99.7% | +81.3% |
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