+6.0%
VWO vs OSCR
+104.5%
-98.5%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.6% | -6.9% | +1.4% |
| 7D | -1.3% | +15.5% | -16.8% | -1.8% |
| 30D | -7.1% | +8.5% | -15.7% | -7.4% |
| 3M | -6.1% | +15.8% | -21.9% | -6.7% |
| 6M | -3.9% | +89.5% | -93.4% | -7.3% |
| YTD | +5.0% | +144.9% | -139.9% | -1.0% |
| 1Y | +6.0% | +105.1% | -99.1% | -0.1% |
| All | +6.0% | +104.5% | -98.5% | -0.1% |
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