+211.1%
TER vs OSCR
-9.5%
+220.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.6% | -6.1% | -3.8% |
| 7D | +9.4% | +1.1% | +8.3% | +9.2% |
| 30D | -2.4% | +16.5% | -18.9% | -4.4% |
| 3M | +6.5% | +17.0% | -10.4% | +3.7% |
| 6M | +23.2% | +145.0% | -121.8% | +7.6% |
| YTD | +91.5% | +126.7% | -35.2% | +68.4% |
| 1Y | +214.8% | +67.2% | +147.6% | +184.6% |
| 3Y | +275.3% | +405.1% | -129.8% | +173.2% |
| 5Y | +211.9% | +86.2% | +125.7% | +129.7% |
| All | +211.1% | -9.5% | +220.6% | +165.0% |
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