+79.6%
V vs OSCR
-9.0%
+88.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.8% |
| 7D | -1.2% | +1.6% | -2.8% | -1.3% |
| 30D | +3.1% | +10.7% | -7.6% | +2.4% |
| 3M | +16.3% | +13.4% | +3.0% | +15.2% |
| 6M | +20.4% | +144.6% | -124.2% | +13.5% |
| YTD | +6.3% | +128.0% | -121.8% | +0.4% |
| 1Y | +8.7% | +68.7% | -59.9% | +4.0% |
| 3Y | +53.3% | +398.8% | -345.5% | +31.2% |
| 5Y | +71.1% | +87.3% | -16.2% | +43.3% |
| All | +79.6% | -9.0% | +88.6% | +55.4% |
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