-9.3%
UL vs OSCR
+75.7%
-85.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -1.3% | +5.8% | -7.2% | -1.5% |
| 30D | +0.5% | +7.1% | -6.6% | +0.3% |
| 3M | +17.6% | +36.7% | -19.1% | +17.2% |
| 6M | -5.4% | +114.3% | -119.7% | -5.5% |
| YTD | +0.7% | +124.4% | -123.7% | +0.9% |
| 1Y | -9.3% | +75.5% | -84.7% | -10.1% |
| All | -9.3% | +75.7% | -85.0% | -10.1% |
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