+17.9%
SYY vs OSCR
-9.0%
+26.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.1% |
| 7D | +3.9% | +1.6% | +2.3% | +3.9% |
| 30D | -1.7% | +10.7% | -12.4% | -2.2% |
| 3M | +5.2% | +13.4% | -8.2% | +4.5% |
| 6M | -0.2% | +144.6% | -144.7% | -4.2% |
| YTD | +15.4% | +128.0% | -112.7% | +10.8% |
| 1Y | +5.6% | +68.7% | -63.1% | +2.3% |
| 3Y | +28.9% | +398.8% | -369.9% | +13.4% |
| 5Y | +24.1% | +87.3% | -63.2% | +7.5% |
| All | +17.9% | -9.0% | +26.9% | +2.7% |
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