+282.6%
TPR vs OSCR
+386.4%
-103.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.8% | +0.5% | -3.0% |
| 7D | -7.3% | +4.7% | -12.0% | -7.7% |
| 30D | -30.7% | +14.8% | -45.5% | -31.7% |
| 3M | -21.6% | +16.7% | -38.3% | -23.2% |
| 6M | -21.3% | +127.5% | -148.8% | -28.7% |
| YTD | -10.2% | +121.0% | -131.2% | -18.6% |
| 1Y | +9.5% | +58.4% | -48.9% | +1.9% |
| All | +282.6% | +386.4% | -103.8% | +184.7% |
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 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