-28.8%
ELF vs OSCR
+58.2%
-86.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +61.7% |
| 6M | +19.0% | +145.0% | -126.0% | +8.1% |
| YTD | +25.9% | +126.7% | -100.8% | +14.9% |
| 1Y | -28.8% | +67.2% | -96.0% | -33.6% |
| All | -28.8% | +58.2% | -86.9% | -33.6% |
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