+117.6%
VUG vs OSCR
-11.8%
+129.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | -0.2% |
| 7D | +0.1% | +4.7% | -4.6% | -0.3% |
| 30D | -1.7% | +14.8% | -16.5% | -2.9% |
| 3M | +2.8% | +16.7% | -13.9% | +1.0% |
| 6M | +13.6% | +127.5% | -113.9% | +4.5% |
| YTD | +8.1% | +121.0% | -112.9% | -0.6% |
| 1Y | +13.1% | +58.4% | -45.3% | +6.2% |
| 3Y | +87.0% | +392.4% | -305.4% | +47.8% |
| 5Y | +76.0% | +80.5% | -4.5% | +37.4% |
| All | +117.6% | -11.8% | +129.4% | +81.4% |
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