+129.7%
VTR vs OSCR
+401.8%
-272.2%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.5% |
| 7D | -0.3% | +1.6% | -1.9% | -0.4% |
| 30D | +1.1% | +10.7% | -9.6% | +0.8% |
| 3M | +7.9% | +13.4% | -5.5% | +7.4% |
| 6M | +6.2% | +144.6% | -138.4% | +3.0% |
| YTD | +17.7% | +128.0% | -110.3% | +14.4% |
| 1Y | +32.9% | +68.7% | -35.8% | +30.0% |
| 3Y | +129.7% | +398.8% | -269.1% | +85.8% |
| All | +129.7% | +401.8% | -272.2% | +85.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling