+296.8%
URI vs OSCR
-13.8%
+310.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.5% | -1.0% |
| 7D | +6.7% | +1.3% | +5.4% | +6.6% |
| 30D | +8.9% | -9.5% | +18.4% | +9.7% |
| 3M | +0.5% | +0.9% | -0.3% | +0.2% |
| 6M | +20.7% | +31.5% | -10.8% | +16.2% |
| YTD | +40.0% | +116.1% | -76.0% | +27.5% |
| 1Y | +34.4% | +122.6% | -88.2% | +21.5% |
| 3Y | +149.5% | +356.6% | -207.1% | +92.5% |
| 5Y | +205.6% | +154.9% | +50.6% | +125.2% |
| All | +296.8% | -13.8% | +310.5% | +193.7% |
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