-18.0%
ELF vs OSCR
+75.7%
-93.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +5.4% | +5.8% | -0.5% | +4.8% |
| 30D | +27.0% | +7.1% | +19.9% | +25.8% |
| 3M | +113.2% | +36.7% | +76.5% | +106.1% |
| 6M | +36.6% | +114.3% | -77.7% | +24.5% |
| YTD | +44.2% | +124.4% | -80.2% | +31.1% |
| 1Y | -18.0% | +75.5% | -93.4% | -23.9% |
| All | -18.0% | +75.7% | -93.7% | -23.9% |
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