+11.7%
EMB vs OSCR
-9.5%
+21.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -0.9% |
| 7D | -1.1% | +1.1% | -2.2% | -1.1% |
| 30D | -1.1% | +16.5% | -17.5% | -1.5% |
| 3M | -0.8% | +17.0% | -17.7% | -1.3% |
| 6M | -0.1% | +145.0% | -145.0% | -2.8% |
| YTD | +0.4% | +126.7% | -126.3% | -2.2% |
| 1Y | +3.3% | +67.2% | -64.0% | +1.1% |
| 3Y | +29.0% | +405.1% | -376.1% | +19.9% |
| 5Y | +6.3% | +86.2% | -79.8% | -1.8% |
| All | +11.7% | -9.5% | +21.2% | +6.3% |
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 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