-7.0%
EIX vs OSCR
+401.8%
-408.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -19.7% |
| 3M | -21.7% | +13.4% | -35.0% | -22.2% |
| 6M | -19.8% | +144.6% | -164.4% | -23.4% |
| YTD | -3.0% | +128.0% | -131.1% | -7.2% |
| 1Y | +5.1% | +68.7% | -63.6% | +1.7% |
| 3Y | -7.0% | +398.8% | -405.7% | -17.7% |
| All | -7.0% | +401.8% | -408.8% | -17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling