+1,283.9%
STX vs OSCR
+401.8%
+882.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.6% | -4.3% | -3.8% |
| 7D | -2.3% | +1.6% | -3.9% | -2.3% |
| 30D | -5.5% | +10.7% | -16.1% | -6.0% |
| 3M | -4.3% | +13.4% | -17.7% | -5.2% |
| 6M | +115.6% | +144.6% | -28.9% | +101.3% |
| YTD | +202.2% | +128.0% | +74.1% | +182.9% |
| 1Y | +325.3% | +68.7% | +256.6% | +300.8% |
| 3Y | +1,283.9% | +398.8% | +885.1% | +1,057.4% |
| All | +1,283.9% | +401.8% | +882.1% | +1,057.4% |
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