+70.8%
SRE vs OSCR
-9.5%
+80.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -1.3% |
| 7D | -0.7% | +1.1% | -1.7% | -0.7% |
| 30D | -1.7% | +16.5% | -18.2% | -2.3% |
| 3M | -7.1% | +17.0% | -24.0% | -7.7% |
| 6M | -8.4% | +145.0% | -153.3% | -11.9% |
| YTD | -3.5% | +126.7% | -130.2% | -7.0% |
| 1Y | +5.4% | +67.2% | -61.9% | +2.4% |
| 3Y | +29.5% | +405.1% | -375.6% | +16.5% |
| 5Y | +48.3% | +86.2% | -37.9% | +35.0% |
| All | +70.8% | -9.5% | +80.3% | +61.3% |
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