+38.8%
ECL vs OSCR
-11.8%
+50.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.8% | +1.7% | -1.9% |
| 7D | -2.7% | +4.7% | -7.5% | -3.0% |
| 30D | -4.3% | +14.8% | -19.1% | -5.2% |
| 3M | +3.2% | +16.7% | -13.5% | +2.0% |
| 6M | -2.9% | +127.5% | -130.4% | -8.5% |
| YTD | +4.3% | +121.0% | -116.8% | -1.8% |
| 1Y | +1.6% | +58.4% | -56.8% | -2.8% |
| 3Y | +54.3% | +392.4% | -338.1% | +29.0% |
| 5Y | +26.5% | +80.5% | -54.0% | +2.8% |
| All | +38.8% | -11.8% | +50.5% | +15.5% |
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