+5.0%
UAL vs OSCR
+75.7%
-70.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +0.7% | +5.8% | -5.1% | -0.1% |
| 30D | -16.1% | +7.1% | -23.2% | -17.1% |
| 3M | +6.1% | +36.7% | -30.5% | +1.0% |
| 6M | +10.8% | +114.3% | -103.4% | -4.5% |
| YTD | -0.4% | +124.4% | -124.8% | -14.6% |
| 1Y | +5.0% | +75.5% | -70.4% | -9.2% |
| All | +5.0% | +75.7% | -70.7% | -9.2% |
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 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