+216.4%
TER vs OSCR
+96.8%
+119.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.5% |
| 7D | +6.4% | +1.6% | +4.7% | +6.1% |
| 30D | -5.7% | +10.7% | -16.4% | -7.0% |
| 3M | -0.4% | +13.4% | -13.8% | -2.8% |
| 6M | +25.8% | +144.6% | -118.7% | +9.6% |
| YTD | +96.4% | +128.0% | -31.6% | +72.0% |
| 1Y | +229.2% | +68.7% | +160.6% | +196.5% |
| 3Y | +288.1% | +398.8% | -110.7% | +179.2% |
| All | +216.4% | +96.8% | +119.6% | +124.5% |
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