+69.5%
T vs OSCR
+96.8%
-27.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +2.0% |
| 7D | +1.5% | +1.6% | -0.1% | +1.5% |
| 30D | +7.5% | +10.7% | -3.2% | +7.3% |
| 3M | +14.8% | +13.4% | +1.5% | +14.5% |
| 6M | -1.7% | +144.6% | -146.3% | -3.3% |
| YTD | +8.7% | +128.0% | -119.4% | +7.0% |
| 1Y | -7.5% | +68.7% | -76.1% | -8.4% |
| 3Y | +110.2% | +398.8% | -288.5% | +96.9% |
| All | +69.5% | +96.8% | -27.3% | +58.6% |
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