+59.3%
USAR vs OSCR
+314.0%
-254.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.6% | -8.6% | -6.1% |
| 7D | -9.3% | +1.1% | -10.4% | -9.4% |
| 30D | -15.2% | +16.5% | -31.7% | -16.0% |
| 3M | -21.1% | +17.0% | -38.1% | -22.0% |
| 6M | -21.6% | +145.0% | -166.5% | -27.3% |
| YTD | +34.8% | +126.7% | -91.9% | +25.3% |
| 1Y | +15.6% | +67.2% | -51.6% | +8.2% |
| 3Y | +57.7% | +405.1% | -347.4% | +47.0% |
| All | +59.3% | +314.0% | -254.7% | +48.7% |
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