+51.8%
USB vs OSCR
-10.7%
+62.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.9% | -2.3% | +2.2% |
| 7D | +0.8% | +3.7% | -2.9% | +0.5% |
| 30D | +6.8% | -3.7% | +10.5% | +7.0% |
| 3M | -3.8% | +15.2% | -19.0% | -4.9% |
| 6M | +11.7% | +50.8% | -39.1% | +8.0% |
| YTD | +17.5% | +123.7% | -106.2% | +10.2% |
| 1Y | +33.8% | +81.4% | -47.6% | +26.6% |
| 3Y | +104.2% | +376.1% | -271.9% | +71.9% |
| 5Y | +26.4% | +97.7% | -71.2% | +1.5% |
| All | +51.8% | -10.7% | +62.5% | +17.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling