-49.8%
USAR vs OSCR
+104.5%
-154.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +8.6% | -14.4% | -7.4% |
| 7D | -21.8% | +15.5% | -37.2% | -24.0% |
| 30D | -39.9% | +8.5% | -48.5% | -41.0% |
| 3M | -52.5% | +15.8% | -68.4% | -54.2% |
| 6M | -67.9% | +89.5% | -157.4% | -74.5% |
| YTD | -31.1% | +144.9% | -176.0% | -52.2% |
| 1Y | -49.8% | +105.1% | -154.9% | -63.0% |
| All | -49.8% | +104.5% | -154.3% | -63.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling