+144.1%
UMC vs OSCR
+96.8%
+47.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.3% |
| 7D | +9.0% | +1.6% | +7.4% | +8.9% |
| 30D | +17.2% | +10.7% | +6.6% | +16.2% |
| 3M | +11.4% | +13.4% | -1.9% | +9.8% |
| 6M | +137.5% | +144.6% | -7.0% | +118.7% |
| YTD | +193.1% | +128.0% | +65.1% | +170.1% |
| 1Y | +240.3% | +68.7% | +171.6% | +219.2% |
| 3Y | +262.2% | +398.8% | -136.6% | +188.6% |
| All | +144.1% | +96.8% | +47.3% | +78.4% |
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