+33.6%
USB vs OSCR
+69.3%
-35.7%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.7% | -1.5% |
| 7D | +2.1% | +10.7% | -8.6% | +1.4% |
| 30D | -2.3% | +18.3% | -20.6% | -3.4% |
| 3M | +13.9% | +20.5% | -6.7% | +12.1% |
| 6M | +21.6% | +138.5% | -116.9% | +13.1% |
| YTD | +19.3% | +129.7% | -110.4% | +11.0% |
| 1Y | +33.6% | +62.8% | -29.2% | +26.9% |
| All | +33.6% | +69.3% | -35.7% | +26.9% |
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 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