+91.5%
USB vs OSCR
+428.4%
-336.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.6% | +7.1% | -0.1% |
| 7D | 0.0% | +0.9% | -0.9% | -0.1% |
| 30D | +5.8% | -6.9% | +12.7% | +6.1% |
| 3M | -6.0% | +15.5% | -21.4% | -6.7% |
| 6M | +7.8% | +54.5% | -46.7% | +5.1% |
| YTD | +14.6% | +113.3% | -98.7% | +9.8% |
| 1Y | +31.8% | +85.1% | -53.3% | +26.6% |
| 3Y | +91.5% | +436.8% | -345.3% | +74.7% |
| All | +91.5% | +428.4% | -336.9% | +74.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling