+64.2%
T vs OSCR
-11.8%
+76.0%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.8% | +2.0% | -1.7% |
| 7D | -3.1% | +4.7% | -7.8% | -3.1% |
| 30D | +4.6% | +14.8% | -10.2% | +4.4% |
| 3M | +12.2% | +16.7% | -4.5% | +12.0% |
| 6M | -6.5% | +127.5% | -134.0% | -7.7% |
| YTD | +4.9% | +121.0% | -116.1% | +3.5% |
| 1Y | -10.5% | +58.4% | -68.9% | -11.2% |
| 3Y | +104.6% | +392.4% | -287.8% | +93.5% |
| 5Y | +64.2% | +80.5% | -16.3% | +51.8% |
| All | +64.2% | -11.8% | +76.0% | +48.0% |
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