+27.5%
UAL vs OSCR
+104.5%
-76.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +8.6% | -0.6% | +6.7% |
| 7D | +11.9% | +15.5% | -3.5% | +9.6% |
| 30D | +5.2% | +8.5% | -3.3% | +3.9% |
| 3M | -12.7% | +15.8% | -28.5% | -14.8% |
| 6M | +28.5% | +89.5% | -61.0% | +14.0% |
| YTD | +3.5% | +144.9% | -141.4% | -13.3% |
| 1Y | +27.5% | +105.1% | -77.5% | +8.4% |
| All | +27.5% | +104.5% | -76.9% | +8.4% |
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