+22.7%
VWO vs OSCR
+75.7%
-53.0%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +1.1% | +5.8% | -4.8% | +0.8% |
| 30D | +2.4% | +7.1% | -4.7% | +2.0% |
| 3M | +2.0% | +36.7% | -34.7% | +0.2% |
| 6M | +10.7% | +114.3% | -103.6% | +4.5% |
| YTD | +14.4% | +124.4% | -110.0% | +7.7% |
| 1Y | +22.7% | +75.5% | -52.8% | +17.2% |
| All | +22.7% | +75.7% | -53.0% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling