+123.3%
UAL vs OSCR
+398.9%
-275.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -0.9% |
| 7D | -2.0% | +1.1% | -3.1% | -2.2% |
| 30D | -15.7% | +16.5% | -32.2% | -17.4% |
| 3M | +3.6% | +17.0% | -13.4% | +1.1% |
| 6M | +16.9% | +145.0% | -128.1% | +2.3% |
| YTD | -4.8% | +126.7% | -131.5% | -16.0% |
| 1Y | -0.9% | +67.2% | -68.2% | -10.3% |
| All | +123.3% | +398.9% | -275.6% | +59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling