-20.3%
UPS vs OSCR
-9.5%
-10.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +0.6% |
| 7D | -3.4% | +1.1% | -4.5% | -3.5% |
| 30D | -2.7% | +16.5% | -19.2% | -3.7% |
| 3M | -1.6% | +17.0% | -18.6% | -2.8% |
| 6M | +2.3% | +145.0% | -142.6% | -3.9% |
| YTD | +5.6% | +126.7% | -121.2% | -0.6% |
| 1Y | +27.1% | +67.2% | -40.2% | +21.3% |
| 3Y | -26.3% | +405.1% | -431.4% | -37.1% |
| 5Y | -34.5% | +86.2% | -120.6% | -45.2% |
| All | -20.3% | -9.5% | -10.8% | -32.0% |
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