+78.1%
V vs OSCR
-11.8%
+89.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.8% | +3.4% | -0.1% |
| 7D | -2.9% | +4.7% | -7.6% | -3.2% |
| 30D | +1.9% | +14.8% | -12.9% | +1.0% |
| 3M | +13.2% | +16.7% | -3.4% | +11.9% |
| 6M | +16.7% | +127.5% | -110.8% | +10.5% |
| YTD | +5.4% | +121.0% | -115.6% | -0.2% |
| 1Y | +7.7% | +58.4% | -50.7% | +3.3% |
| 3Y | +52.0% | +392.4% | -340.4% | +30.2% |
| 5Y | +67.7% | +80.5% | -12.7% | +40.7% |
| All | +78.1% | -11.8% | +89.9% | +54.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling