+54.5%
USAR vs OSCR
+316.4%
-261.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.0% |
| 7D | -11.6% | +1.6% | -13.3% | -11.7% |
| 30D | -15.5% | +10.7% | -26.2% | -16.0% |
| 3M | -31.0% | +13.4% | -44.4% | -31.7% |
| 6M | -26.2% | +144.6% | -170.8% | -31.6% |
| YTD | +30.8% | +128.0% | -97.3% | +21.5% |
| 1Y | +7.1% | +68.7% | -61.6% | +0.1% |
| 3Y | +53.0% | +398.8% | -345.8% | +42.5% |
| All | +54.5% | +316.4% | -261.9% | +44.2% |
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 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