+32.6%
UNP vs OSCR
+75.7%
-43.2%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.2% |
| 7D | -5.3% | +5.8% | -11.2% | -5.4% |
| 30D | -1.5% | +7.1% | -8.7% | -1.7% |
| 3M | +10.3% | +36.7% | -26.4% | +9.1% |
| 6M | +9.7% | +114.3% | -104.6% | +6.7% |
| YTD | +27.1% | +124.4% | -97.3% | +23.6% |
| 1Y | +32.6% | +75.5% | -42.9% | +30.6% |
| All | +32.6% | +75.7% | -43.2% | +30.6% |
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