-59.1%
U vs OSCR
-9.5%
-49.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -1.8% |
| 7D | 0.0% | +1.1% | -1.1% | -0.3% |
| 30D | -4.1% | +16.5% | -20.6% | -7.9% |
| 3M | +57.8% | +17.0% | +40.8% | +50.1% |
| 6M | +103.5% | +145.0% | -41.4% | +56.9% |
| YTD | -4.8% | +126.7% | -131.5% | -25.3% |
| 1Y | -2.4% | +67.2% | -69.6% | -19.6% |
| 3Y | +11.7% | +405.1% | -393.5% | -46.4% |
| 5Y | -68.9% | +86.2% | -155.0% | -84.3% |
| All | -59.1% | -9.5% | -49.6% | -73.2% |
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