+56.6%
UNP vs OSCR
-9.5%
+66.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | +0.3% |
| 7D | -1.2% | +1.1% | -2.2% | -1.2% |
| 30D | -2.0% | +16.5% | -18.4% | -2.6% |
| 3M | +7.5% | +17.0% | -9.5% | +6.6% |
| 6M | +15.3% | +145.0% | -129.6% | +10.5% |
| YTD | +25.4% | +126.7% | -101.3% | +20.4% |
| 1Y | +35.6% | +67.2% | -31.6% | +31.3% |
| 3Y | +44.1% | +405.1% | -361.0% | +28.3% |
| 5Y | +54.0% | +86.2% | -32.2% | +32.3% |
| All | +56.6% | -9.5% | +66.1% | +31.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling