-35.7%
VG vs OSCR
+92.1%
-127.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -3.8% | +7.6% | +4.1% |
| 7D | +3.8% | +4.7% | -0.9% | +3.4% |
| 30D | +7.2% | +14.8% | -7.6% | +6.0% |
| 3M | +22.8% | +16.7% | +6.1% | +20.4% |
| 6M | +33.2% | +127.5% | -94.3% | +22.3% |
| YTD | +124.8% | +121.0% | +3.8% | +105.5% |
| 1Y | +15.8% | +58.4% | -42.6% | +10.9% |
| All | -35.7% | +92.1% | -127.8% | -40.2% |
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