+19.2%
VZ vs OSCR
-13.8%
+32.9%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | -0.4% |
| 7D | +1.5% | +1.3% | +0.2% | +1.4% |
| 30D | +4.4% | -9.5% | +13.9% | +4.5% |
| 3M | -2.4% | +0.9% | -3.2% | -2.4% |
| 6M | +1.4% | +31.5% | -30.0% | +1.0% |
| YTD | +21.4% | +116.1% | -94.7% | +20.0% |
| 1Y | +20.3% | +122.6% | -102.3% | +18.8% |
| 3Y | +57.4% | +356.6% | -299.2% | +51.0% |
| 5Y | +21.9% | +154.9% | -133.0% | +14.2% |
| All | +19.2% | -13.8% | +32.9% | +9.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling