-24.9%
ELAN vs OSCR
-9.0%
-16.0%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.3% |
| 7D | -5.4% | +1.6% | -7.0% | -5.7% |
| 30D | +4.7% | +10.7% | -6.0% | +3.1% |
| 3M | -3.7% | +13.4% | -17.0% | -5.9% |
| 6M | -1.2% | +144.6% | -145.7% | -14.7% |
| YTD | +2.4% | +128.0% | -125.7% | -11.2% |
| 1Y | +23.4% | +68.7% | -45.3% | +10.1% |
| 3Y | +96.7% | +398.8% | -302.1% | +38.4% |
| 5Y | -30.6% | +87.3% | -117.8% | -52.8% |
| All | -24.9% | -9.0% | -16.0% | -44.7% |
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