+47.2%
XYZ vs OSCR
+386.4%
-339.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.8% | +2.9% | -0.3% |
| 7D | -3.7% | +4.7% | -8.4% | -4.4% |
| 30D | +0.5% | +14.8% | -14.2% | -1.7% |
| 3M | +16.3% | +16.7% | -0.4% | +13.2% |
| 6M | +21.1% | +127.5% | -106.4% | +6.1% |
| YTD | +22.0% | +121.0% | -99.0% | +6.9% |
| 1Y | +5.2% | +58.4% | -53.3% | -4.6% |
| All | +47.2% | +386.4% | -339.2% | -16.2% |
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