+62.6%
XYZ vs OSCR
+339.8%
-277.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.8% | +5.6% | +3.2% |
| 7D | -1.1% | +1.3% | -2.4% | -1.3% |
| 30D | +11.5% | -9.5% | +21.0% | +13.0% |
| 3M | +1.8% | +0.9% | +0.9% | +1.4% |
| 6M | +21.2% | +31.5% | -10.2% | +15.9% |
| YTD | +29.9% | +116.1% | -86.1% | +15.5% |
| 1Y | +35.8% | +122.6% | -86.8% | +19.6% |
| 3Y | +62.6% | +356.6% | -294.0% | +15.7% |
| All | +62.6% | +339.8% | -277.2% | +15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling