+43.8%
ELV vs OSCR
-9.0%
+52.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.2% | +2.3% | +5.2% |
| 7D | +2.8% | +1.6% | +1.1% | +2.6% |
| 30D | +4.9% | +10.7% | -5.8% | +4.0% |
| 3M | +4.9% | +13.4% | -8.5% | +3.7% |
| 6M | +45.1% | +144.6% | -99.5% | +35.1% |
| YTD | +20.7% | +128.0% | -107.4% | +12.9% |
| 1Y | +35.0% | +68.7% | -33.6% | +28.1% |
| 3Y | -2.4% | +398.8% | -401.2% | -13.3% |
| 5Y | +25.5% | +87.3% | -61.8% | +10.2% |
| All | +43.8% | -9.0% | +52.8% | +16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling