+22.0%
USB vs OSCR
+77.8%
-55.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.3% |
| 3M | -6.0% | +15.5% | -21.4% | -7.2% |
| 6M | +7.8% | +54.5% | -46.7% | +3.6% |
| YTD | +14.6% | +113.3% | -98.7% | +7.1% |
| 1Y | +31.8% | +85.1% | -53.3% | +23.8% |
| 3Y | +91.5% | +436.8% | -345.3% | +54.9% |
| All | +22.0% | +77.8% | -55.7% | -2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling