+273.8%
ELF vs OSCR
-9.5%
+283.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.6% | -6.9% | -4.5% |
| 7D | -10.8% | +1.1% | -11.9% | -10.9% |
| 30D | +0.8% | +16.5% | -15.7% | -0.6% |
| 3M | +64.8% | +17.0% | +47.8% | +62.0% |
| 6M | +19.0% | +145.0% | -126.0% | +9.5% |
| YTD | +25.9% | +126.7% | -100.8% | +16.2% |
| 1Y | -28.8% | +67.2% | -96.0% | -33.1% |
| 3Y | -29.6% | +405.1% | -434.7% | -42.7% |
| 5Y | +216.2% | +86.2% | +130.1% | +159.5% |
| All | +273.8% | -9.5% | +283.3% | +237.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling