+103.2%
VTR vs OSCR
-9.0%
+112.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.5% |
| 3M | +7.9% | +13.4% | -5.5% | +6.9% |
| 6M | +6.2% | +144.6% | -138.4% | +0.4% |
| YTD | +17.7% | +128.0% | -110.3% | +11.5% |
| 1Y | +32.9% | +68.7% | -35.8% | +27.4% |
| 3Y | +129.7% | +398.8% | -269.1% | +95.4% |
| 5Y | +89.3% | +87.3% | +2.1% | +59.4% |
| All | +103.2% | -9.0% | +112.2% | +73.4% |
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