+288.1%
TER vs OSCR
+401.8%
-113.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.5% |
| 7D | +6.4% | +1.6% | +4.7% | +6.2% |
| 30D | -5.7% | +10.7% | -16.4% | -6.8% |
| 3M | -0.4% | +13.4% | -13.8% | -2.4% |
| 6M | +25.8% | +144.6% | -118.7% | +10.5% |
| YTD | +96.4% | +128.0% | -31.6% | +73.4% |
| 1Y | +229.2% | +68.7% | +160.6% | +197.7% |
| 3Y | +288.1% | +398.8% | -110.7% | +197.1% |
| All | +288.1% | +401.8% | -113.7% | +197.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling