+201.0%
URI vs OSCR
+89.4%
+111.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.6% | -6.4% | -4.1% |
| 7D | -0.5% | +1.1% | -1.5% | -0.6% |
| 30D | -13.4% | +16.5% | -29.8% | -14.8% |
| 3M | -6.2% | +17.0% | -23.2% | -8.2% |
| 6M | +28.0% | +145.0% | -117.0% | +14.8% |
| YTD | +23.0% | +126.7% | -103.8% | +11.0% |
| 1Y | +5.5% | +67.2% | -61.7% | -2.5% |
| 3Y | +119.2% | +405.1% | -285.9% | +62.2% |
| 5Y | +201.0% | +86.2% | +114.9% | +123.0% |
| All | +201.0% | +89.4% | +111.6% | +123.0% |
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 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