-39.3%
VG vs OSCR
+95.1%
-134.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.7% | +5.8% | -4.1% | +1.2% |
| 30D | +16.0% | +7.1% | +8.9% | +15.1% |
| 3M | +9.7% | +36.7% | -26.9% | +5.8% |
| 6M | +29.6% | +114.3% | -84.7% | +19.9% |
| YTD | +112.0% | +124.4% | -12.4% | +93.6% |
| 1Y | +12.8% | +75.5% | -62.7% | +6.6% |
| All | -39.3% | +95.1% | -134.4% | -43.7% |
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 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