-100.0%
VIVK vs OSCR
-9.0%
-91.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.6% | -8.0% | -7.4% |
| 7D | -4.4% | +1.6% | -6.0% | -4.4% |
| 30D | -40.8% | +10.7% | -51.5% | -40.8% |
| 3M | -94.1% | +13.4% | -107.5% | -94.1% |
| 6M | -98.2% | +144.6% | -242.7% | -98.2% |
| YTD | -98.0% | +128.0% | -226.1% | -98.0% |
| 1Y | -100.0% | +68.7% | -168.6% | -100.0% |
| 3Y | -100.0% | +398.8% | -498.8% | -100.0% |
| 5Y | -100.0% | +87.3% | -187.3% | -100.0% |
| All | -100.0% | -9.0% | -91.0% | -100.0% |
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