+4.6%
TSLA vs OSCR
+75.7%
-71.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | 0.0% | -6.0% | -5.9% |
| 7D | +1.5% | +5.8% | -4.3% | +0.9% |
| 30D | +10.1% | +7.1% | +3.0% | +9.2% |
| 3M | -15.4% | +36.7% | -52.0% | -18.3% |
| 6M | -12.8% | +114.3% | -127.1% | -21.3% |
| YTD | -21.3% | +124.4% | -145.7% | -29.5% |
| 1Y | +4.6% | +75.5% | -70.9% | -4.3% |
| All | +4.6% | +75.7% | -71.2% | -4.3% |
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