+248.4%
URI vs OSCR
-9.0%
+257.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | -2.1% | +1.6% | -3.7% | -2.2% |
| 30D | -12.4% | +10.7% | -23.1% | -13.3% |
| 3M | -7.3% | +13.4% | -20.6% | -8.9% |
| 6M | +27.2% | +144.6% | -117.4% | +15.0% |
| YTD | +23.0% | +128.0% | -105.1% | +11.7% |
| 1Y | +3.9% | +68.7% | -64.7% | -3.6% |
| 3Y | +121.6% | +398.8% | -277.2% | +69.2% |
| 5Y | +201.1% | +87.3% | +113.8% | +122.8% |
| All | +248.4% | -9.0% | +257.4% | +157.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling