+29.8%
ECL vs OSCR
+96.8%
-67.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.6% |
| 7D | -1.1% | +1.6% | -2.7% | -1.2% |
| 30D | -0.8% | +10.7% | -11.5% | -1.5% |
| 3M | +5.0% | +13.4% | -8.3% | +3.9% |
| 6M | +0.2% | +144.6% | -144.3% | -6.4% |
| YTD | +5.8% | +128.0% | -122.3% | -1.0% |
| 1Y | +1.5% | +68.7% | -67.1% | -3.6% |
| 3Y | +55.0% | +398.8% | -343.8% | +26.9% |
| All | +29.8% | +96.8% | -67.0% | +4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling