+114.0%
SPY vs OSCR
-9.5%
+123.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -0.8% |
| 7D | -2.0% | +1.1% | -3.0% | -2.1% |
| 30D | -1.7% | +16.5% | -18.1% | -2.7% |
| 3M | +4.7% | +17.0% | -12.2% | +3.3% |
| 6M | +12.5% | +145.0% | -132.5% | +5.1% |
| YTD | +11.7% | +126.7% | -115.0% | +4.7% |
| 1Y | +17.5% | +67.2% | -49.8% | +11.6% |
| 3Y | +76.6% | +405.1% | -328.6% | +48.1% |
| 5Y | +82.0% | +86.2% | -4.1% | +50.4% |
| All | +114.0% | -9.5% | +123.5% | +83.1% |
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