+43.2%
TER vs OSCR
+104.5%
-61.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +8.6% | -15.4% | -7.3% |
| 7D | -19.9% | +15.5% | -35.3% | -20.6% |
| 30D | -43.5% | +8.5% | -52.1% | -43.8% |
| 3M | -37.8% | +15.8% | -53.6% | -38.6% |
| 6M | -25.6% | +89.5% | -115.1% | -33.4% |
| YTD | +29.8% | +144.9% | -115.1% | +6.7% |
| 1Y | +43.2% | +105.1% | -61.9% | +19.7% |
| All | +43.2% | +104.5% | -61.3% | +19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling