+32.4%
USB vs OSCR
+118.0%
-85.6%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +0.2% |
| 7D | -0.5% | -8.8% | +8.2% | 0.0% |
| 30D | +5.7% | -5.6% | +11.3% | +6.0% |
| 3M | -4.7% | +14.8% | -19.5% | -5.7% |
| 6M | +13.4% | +46.0% | -32.6% | +9.8% |
| YTD | +17.0% | +123.5% | -106.5% | +9.2% |
| 1Y | +32.4% | +116.2% | -83.9% | +23.7% |
| All | +32.4% | +118.0% | -85.6% | +23.7% |
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 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