+33.4%
EIX vs OSCR
-11.8%
+45.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.8% | +0.6% | -3.0% |
| 7D | +4.1% | +4.7% | -0.6% | +3.9% |
| 30D | -15.3% | +14.8% | -30.1% | -15.8% |
| 3M | -18.4% | +16.7% | -35.1% | -19.1% |
| 6M | -16.8% | +127.5% | -144.3% | -20.2% |
| YTD | -0.6% | +121.0% | -121.6% | -4.5% |
| 1Y | +10.7% | +58.4% | -47.7% | +7.4% |
| 3Y | -4.5% | +392.4% | -396.9% | -13.6% |
| 5Y | +24.0% | +80.5% | -56.4% | +9.4% |
| All | +33.4% | -11.8% | +45.2% | +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