-3.9%
ELF vs OSCR
+104.5%
-108.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.6% | -6.7% | +1.3% |
| 7D | -1.5% | +15.5% | -17.0% | -2.5% |
| 30D | +9.5% | +8.5% | +1.0% | +8.8% |
| 3M | +29.4% | +15.8% | +13.5% | +27.5% |
| 6M | +83.7% | +89.5% | -5.8% | +72.6% |
| YTD | +49.4% | +144.9% | -95.5% | +36.1% |
| 1Y | -3.9% | +105.1% | -109.0% | -12.2% |
| All | -3.9% | +104.5% | -108.4% | -12.2% |
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