+1,239.8%
STX vs OSCR
-9.5%
+1,249.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.6% | -5.2% | -2.9% |
| 7D | +8.0% | +1.1% | +6.9% | +7.9% |
| 30D | +5.1% | +16.5% | -11.4% | +3.8% |
| 3M | +5.8% | +17.0% | -11.2% | +4.0% |
| 6M | +124.9% | +145.0% | -20.0% | +106.1% |
| YTD | +213.9% | +126.7% | +87.2% | +188.9% |
| 1Y | +350.4% | +67.2% | +283.2% | +320.6% |
| 3Y | +1,314.2% | +405.1% | +909.1% | +1,030.3% |
| 5Y | +1,092.8% | +86.2% | +1,006.6% | +841.0% |
| All | +1,239.8% | -9.5% | +1,249.3% | +1,060.8% |
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