+233.5%
SPOT vs OSCR
+401.8%
-168.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | -3.1% | +1.6% | -4.7% | -3.2% |
| 30D | +7.4% | +10.7% | -3.3% | +6.3% |
| 3M | +8.2% | +13.4% | -5.2% | +6.7% |
| 6M | +2.2% | +144.6% | -142.3% | -6.6% |
| YTD | -9.5% | +128.0% | -137.5% | -17.0% |
| 1Y | -23.8% | +68.7% | -92.5% | -28.9% |
| 3Y | +233.5% | +398.8% | -165.3% | +181.4% |
| All | +233.5% | +401.8% | -168.4% | +181.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling