+5.1%
EIX vs OSCR
+64.1%
-59.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.3% |
| 7D | -1.4% | +1.6% | -3.0% | -1.4% |
| 30D | -19.3% | +10.7% | -30.0% | -19.6% |
| 3M | -21.7% | +13.4% | -35.0% | -22.0% |
| 6M | -19.8% | +144.6% | -164.4% | -22.5% |
| YTD | -3.0% | +128.0% | -131.1% | -6.1% |
| 1Y | +5.1% | +68.7% | -63.6% | +3.9% |
| All | +5.1% | +64.1% | -59.0% | +3.9% |
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