+255.7%
URI vs OSCR
-10.4%
+266.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -2.0% | +5.8% | -7.8% | -2.5% |
| 30D | -12.9% | +7.1% | -20.1% | -13.6% |
| 3M | -6.7% | +36.7% | -43.4% | -10.1% |
| 6M | +19.0% | +114.3% | -95.3% | +9.0% |
| YTD | +25.5% | +124.4% | -98.9% | +14.2% |
| 1Y | +5.5% | +75.5% | -69.9% | -2.5% |
| 3Y | +111.3% | +390.1% | -278.8% | +61.6% |
| 5Y | +198.6% | +77.1% | +121.4% | +121.5% |
| All | +255.7% | -10.4% | +266.1% | +163.0% |
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