-23.0%
ELF vs OSCR
+405.5%
-428.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.4% | -7.2% | -5.1% |
| 7D | -1.2% | +10.7% | -11.8% | -2.0% |
| 30D | +5.9% | +18.3% | -12.4% | +4.3% |
| 3M | +99.5% | +20.5% | +79.0% | +95.7% |
| 6M | +26.5% | +138.5% | -112.0% | +16.5% |
| YTD | +37.2% | +129.7% | -92.5% | +26.4% |
| 1Y | -24.4% | +62.8% | -87.2% | -28.9% |
| All | -23.0% | +405.5% | -428.5% | -43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling