+69.1%
EFA vs OSCR
-9.0%
+78.1%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +1.0% |
| 7D | -1.5% | +1.6% | -3.1% | -1.6% |
| 30D | -1.7% | +10.7% | -12.3% | -2.3% |
| 3M | +3.5% | +13.4% | -9.9% | +2.5% |
| 6M | +9.5% | +144.6% | -135.1% | +3.3% |
| YTD | +12.9% | +128.0% | -115.2% | +6.8% |
| 1Y | +18.2% | +68.7% | -50.5% | +13.1% |
| 3Y | +64.8% | +398.8% | -333.9% | +42.9% |
| 5Y | +53.9% | +87.3% | -33.4% | +31.9% |
| All | +69.1% | -9.0% | +78.1% | +49.4% |
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 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