-66.2%
XYZ vs OSCR
-9.0%
-57.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | -4.3% | +1.6% | -5.9% | -4.7% |
| 30D | +1.2% | +10.7% | -9.5% | -1.3% |
| 3M | +14.6% | +13.4% | +1.3% | +10.6% |
| 6M | +22.6% | +144.6% | -122.0% | -2.7% |
| YTD | +21.7% | +128.0% | -106.4% | -2.4% |
| 1Y | +6.7% | +68.7% | -61.9% | -10.4% |
| 3Y | +46.8% | +398.8% | -351.9% | -22.9% |
| 5Y | -68.0% | +87.3% | -155.3% | -82.1% |
| All | -66.2% | -9.0% | -57.2% | -74.0% |
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