+230.5%
ELF vs OSCR
+84.7%
+145.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.8% | -0.3% | -3.7% |
| 7D | -6.8% | +4.7% | -11.5% | -7.2% |
| 30D | +5.1% | +14.8% | -9.7% | +3.7% |
| 3M | +79.8% | +16.7% | +63.1% | +76.8% |
| 6M | +29.7% | +127.5% | -97.8% | +19.7% |
| YTD | +31.6% | +121.0% | -89.4% | +21.4% |
| 1Y | -27.9% | +58.4% | -86.3% | -32.1% |
| 3Y | -26.4% | +392.4% | -418.8% | -40.6% |
| All | +230.5% | +84.7% | +145.9% | +166.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling