-63.2%
W vs OSCR
+96.8%
-160.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.6% | +1.0% |
| 7D | -0.9% | +1.6% | -2.5% | -1.4% |
| 30D | -4.2% | +10.7% | -14.9% | -7.1% |
| 3M | +26.9% | +13.4% | +13.5% | +21.1% |
| 6M | +31.2% | +144.6% | -113.3% | -1.5% |
| YTD | -1.8% | +128.0% | -129.9% | -25.1% |
| 1Y | +9.3% | +68.7% | -59.3% | -11.8% |
| 3Y | +33.2% | +398.8% | -365.6% | -37.5% |
| All | -63.2% | +96.8% | -160.1% | -83.9% |
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