+11.0%
VRSK vs OSCR
-9.0%
+19.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.2% |
| 7D | -5.2% | +1.6% | -6.8% | -5.3% |
| 30D | -2.3% | +10.7% | -13.0% | -3.0% |
| 3M | -2.9% | +13.4% | -16.3% | -3.9% |
| 6M | -12.8% | +144.6% | -157.4% | -17.8% |
| YTD | -20.8% | +128.0% | -148.9% | -25.2% |
| 1Y | -33.2% | +68.7% | -101.9% | -36.1% |
| 3Y | -26.6% | +398.8% | -425.4% | -37.1% |
| 5Y | -11.3% | +87.3% | -98.6% | -26.7% |
| All | +11.0% | -9.0% | +19.9% | -8.4% |
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