+20.3%
UL vs OSCR
+401.8%
-381.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.6% |
| 7D | -3.4% | +1.6% | -5.0% | -3.4% |
| 30D | +0.5% | +10.7% | -10.2% | +0.2% |
| 3M | +7.2% | +13.4% | -6.1% | +6.7% |
| 6M | -3.1% | +144.6% | -147.6% | -5.5% |
| YTD | -2.7% | +128.0% | -130.8% | -5.1% |
| 1Y | -10.2% | +68.7% | -78.9% | -11.9% |
| 3Y | +20.3% | +398.8% | -378.5% | +5.9% |
| All | +20.3% | +401.8% | -381.6% | +5.9% |
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 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