+338.3%
SU vs OSCR
+96.8%
+241.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | +2.2% | +1.6% | +0.6% | +2.1% |
| 30D | +8.4% | +10.7% | -2.2% | +7.9% |
| 3M | +12.1% | +13.4% | -1.3% | +11.2% |
| 6M | +19.7% | +144.6% | -124.9% | +14.1% |
| YTD | +58.4% | +128.0% | -69.6% | +51.2% |
| 1Y | +67.2% | +68.7% | -1.4% | +61.4% |
| 3Y | +125.0% | +398.8% | -273.7% | +92.8% |
| All | +338.3% | +96.8% | +241.5% | +271.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling