-16.5%
SOUN vs OSCR
+321.2%
-337.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | -7.1% | +1.6% | -8.7% | -7.5% |
| 30D | -15.4% | +10.7% | -26.1% | -17.7% |
| 3M | -10.6% | +13.4% | -23.9% | -14.3% |
| 6M | -19.6% | +144.6% | -164.2% | -37.6% |
| YTD | -37.2% | +128.0% | -165.3% | -50.7% |
| 1Y | -57.1% | +68.7% | -125.7% | -64.3% |
| 3Y | +178.2% | +398.8% | -220.6% | +52.2% |
| All | -16.5% | +321.2% | -337.7% | -37.6% |
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