+28.7%
SRE vs OSCR
+401.8%
-373.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.8% |
| 7D | -0.8% | +1.6% | -2.4% | -0.9% |
| 30D | -3.0% | +10.7% | -13.7% | -3.2% |
| 3M | -8.3% | +13.4% | -21.7% | -8.6% |
| 6M | -8.9% | +144.6% | -153.5% | -11.0% |
| YTD | -4.3% | +128.0% | -132.3% | -6.3% |
| 1Y | +2.7% | +68.7% | -65.9% | +1.0% |
| 3Y | +28.7% | +398.8% | -370.1% | +15.0% |
| All | +28.7% | +401.8% | -373.2% | +15.0% |
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