+115.0%
UMC vs OSCR
+104.5%
+10.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +8.6% | -10.7% | -1.8% |
| 7D | -14.7% | +15.5% | -30.1% | -14.3% |
| 30D | -32.9% | +8.5% | -41.4% | -32.7% |
| 3M | -22.2% | +15.8% | -38.0% | -21.7% |
| 6M | +25.9% | +89.5% | -63.6% | +25.0% |
| YTD | +107.9% | +144.9% | -37.0% | +100.8% |
| 1Y | +115.0% | +105.1% | +10.0% | +109.5% |
| All | +115.0% | +104.5% | +10.6% | +109.5% |
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