-65.8%
XYZ vs OSCR
-8.3%
-57.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.4% | -5.6% | -3.8% |
| 7D | +2.9% | +10.7% | -7.8% | +0.4% |
| 30D | +1.4% | +18.3% | -16.9% | -2.7% |
| 3M | +14.6% | +20.5% | -6.0% | +8.9% |
| 6M | +20.8% | +138.5% | -117.8% | -3.6% |
| YTD | +23.1% | +129.7% | -106.7% | -1.4% |
| 1Y | +5.6% | +62.8% | -57.1% | -10.5% |
| 3Y | +50.9% | +411.8% | -360.9% | -21.4% |
| 5Y | -68.6% | +99.9% | -168.5% | -82.6% |
| All | -65.8% | -8.3% | -57.5% | -73.7% |
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 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