+33.9%
VNQ vs OSCR
-9.0%
+42.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.7% |
| 7D | -1.3% | +1.6% | -2.9% | -1.4% |
| 30D | -2.6% | +10.7% | -13.3% | -3.3% |
| 3M | -2.0% | +13.4% | -15.4% | -3.1% |
| 6M | +4.3% | +144.6% | -140.2% | -2.6% |
| YTD | +9.2% | +128.0% | -118.8% | +2.2% |
| 1Y | +5.6% | +68.7% | -63.0% | +0.2% |
| 3Y | +30.8% | +398.8% | -367.9% | +9.3% |
| 5Y | +8.0% | +87.3% | -79.3% | -11.1% |
| All | +33.9% | -9.0% | +42.9% | +13.8% |
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