+26.5%
VZ vs OSCR
-9.5%
+36.0%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | +0.4% |
| 7D | -1.2% | +1.1% | -2.3% | -1.2% |
| 30D | +5.7% | +16.5% | -10.8% | +5.5% |
| 3M | +8.2% | +17.0% | -8.7% | +8.0% |
| 6M | +1.7% | +145.0% | -143.2% | +0.5% |
| YTD | +28.9% | +126.7% | -97.9% | +27.3% |
| 1Y | +22.7% | +67.2% | -44.5% | +21.8% |
| 3Y | +82.7% | +405.1% | -322.4% | +74.7% |
| 5Y | +26.4% | +86.2% | -59.8% | +18.2% |
| All | +26.5% | -9.5% | +36.0% | +15.8% |
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