+25.3%
VZ vs OSCR
+92.3%
-66.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.8% | +2.5% | -1.3% |
| 7D | -1.0% | +4.7% | -5.7% | -1.0% |
| 30D | +5.8% | +14.8% | -9.0% | +5.6% |
| 3M | +10.5% | +16.7% | -6.2% | +10.2% |
| 6M | +1.8% | +127.5% | -125.7% | +0.4% |
| YTD | +28.3% | +121.0% | -92.8% | +26.5% |
| 1Y | +22.0% | +58.4% | -36.4% | +20.9% |
| 3Y | +81.8% | +392.4% | -310.6% | +72.2% |
| 5Y | +25.3% | +80.5% | -55.1% | +17.7% |
| All | +25.3% | +92.3% | -66.9% | +17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling