+40.6%
EEM vs OSCR
-9.0%
+49.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.2% |
| 7D | -1.3% | +1.6% | -2.9% | -1.3% |
| 30D | +2.1% | +10.7% | -8.6% | +1.4% |
| 3M | +1.0% | +13.4% | -12.3% | 0.0% |
| 6M | +15.9% | +144.6% | -128.6% | +9.2% |
| YTD | +24.6% | +128.0% | -103.4% | +17.7% |
| 1Y | +32.3% | +68.7% | -36.4% | +26.3% |
| 3Y | +85.9% | +398.8% | -312.9% | +59.6% |
| 5Y | +45.4% | +87.3% | -41.9% | +22.9% |
| All | +40.6% | -9.0% | +49.5% | +25.7% |
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