+17.4%
TPR vs OSCR
+75.7%
-58.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -2.3% | +5.8% | -8.1% | -2.6% |
| 30D | -23.0% | +7.1% | -30.1% | -23.3% |
| 3M | -12.5% | +36.7% | -49.1% | -14.7% |
| 6M | -21.4% | +114.3% | -135.7% | -28.0% |
| YTD | -3.5% | +124.4% | -127.9% | -12.1% |
| 1Y | +17.4% | +75.5% | -58.1% | +10.6% |
| All | +17.4% | +75.7% | -58.4% | +10.6% |
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