+0.4%
UAL vs OSCR
+64.1%
-63.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.5% | +3.0% |
| 7D | -1.4% | +1.6% | -3.0% | -1.6% |
| 30D | -12.2% | +10.7% | -22.9% | -13.6% |
| 3M | -2.5% | +13.4% | -15.8% | -4.7% |
| 6M | +21.1% | +144.6% | -123.4% | +2.1% |
| YTD | -1.8% | +128.0% | -129.8% | -16.1% |
| 1Y | +0.4% | +68.7% | -68.2% | -12.2% |
| All | +0.4% | +64.1% | -63.7% | -12.2% |
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