+23.1%
ECL vs OSCR
+104.5%
-81.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +8.6% | -5.2% | +3.1% |
| 7D | +7.7% | +15.5% | -7.7% | +7.2% |
| 30D | +13.7% | +8.5% | +5.1% | +13.4% |
| 3M | +11.6% | +15.8% | -4.3% | +11.0% |
| 6M | +23.9% | +89.5% | -65.6% | +20.9% |
| YTD | +21.0% | +144.9% | -123.9% | +16.2% |
| 1Y | +23.1% | +105.1% | -82.0% | +18.4% |
| All | +23.1% | +104.5% | -81.4% | +18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling