-21.9%
TEAM vs OSCR
-11.8%
-10.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.8% | +4.5% | +1.5% |
| 7D | -4.7% | +4.7% | -9.4% | -5.6% |
| 30D | +17.0% | +14.8% | +2.3% | +13.6% |
| 3M | +85.9% | +16.7% | +69.2% | +79.7% |
| 6M | +116.7% | +127.5% | -10.9% | +82.1% |
| YTD | +9.6% | +121.0% | -111.4% | -7.9% |
| 1Y | -2.5% | +58.4% | -60.9% | -14.3% |
| 3Y | -14.0% | +392.4% | -406.4% | -49.2% |
| 5Y | -53.1% | +80.5% | -133.5% | -72.2% |
| All | -21.9% | -11.8% | -10.2% | -47.7% |
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