-66.1%
W vs OSCR
-11.8%
-54.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.8% | +3.9% | +1.2% |
| 7D | +5.9% | +4.7% | +1.2% | +4.6% |
| 30D | -3.0% | +14.8% | -17.8% | -6.8% |
| 3M | +40.3% | +16.7% | +23.7% | +33.3% |
| 6M | +32.2% | +127.5% | -95.3% | +2.6% |
| YTD | -0.3% | +121.0% | -121.3% | -22.3% |
| 1Y | +16.2% | +58.4% | -42.2% | -3.7% |
| 3Y | +40.7% | +392.4% | -351.7% | -29.8% |
| 5Y | -62.3% | +80.5% | -142.8% | -81.8% |
| All | -66.1% | -11.8% | -54.3% | -83.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling