+116.5%
UAL vs OSCR
+154.5%
-38.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.0% | -1.3% |
| 7D | -3.0% | +1.3% | -4.3% | -3.2% |
| 30D | +10.5% | -9.5% | +20.0% | +12.0% |
| 3M | -13.5% | +0.9% | -14.4% | -13.9% |
| 6M | +14.2% | +31.5% | -17.2% | +8.4% |
| YTD | -2.2% | +116.1% | -118.3% | -14.5% |
| 1Y | +12.5% | +122.6% | -110.1% | -2.6% |
| 3Y | +186.8% | +356.6% | -169.8% | +101.3% |
| All | +116.5% | +154.5% | -38.0% | +57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling