+98.4%
UAL vs OSCR
-8.3%
+106.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.4% | -5.2% | -3.1% |
| 7D | +3.5% | +10.7% | -7.2% | +2.0% |
| 30D | -16.5% | +18.3% | -34.8% | -18.5% |
| 3M | +2.8% | +20.5% | -17.7% | -0.4% |
| 6M | +17.6% | +138.5% | -120.9% | +2.4% |
| YTD | -3.2% | +129.7% | -132.9% | -15.5% |
| 1Y | +0.4% | +62.8% | -62.3% | -9.1% |
| 3Y | +128.2% | +411.8% | -283.6% | +61.1% |
| 5Y | +137.7% | +99.9% | +37.8% | +70.3% |
| All | +98.4% | -8.3% | +106.7% | +70.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling