+89.4%
EMR vs OSCR
-11.8%
+101.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.8% | +2.6% | -1.0% |
| 7D | +0.9% | +4.7% | -3.8% | +0.6% |
| 30D | -5.0% | +14.8% | -19.7% | -5.8% |
| 3M | +5.9% | +16.7% | -10.8% | +4.7% |
| 6M | +7.3% | +127.5% | -120.2% | +1.3% |
| YTD | +14.6% | +121.0% | -106.5% | +8.2% |
| 1Y | +15.6% | +58.4% | -42.8% | +10.7% |
| 3Y | +60.2% | +392.4% | -332.2% | +39.6% |
| 5Y | +65.8% | +80.5% | -14.6% | +42.3% |
| All | +89.4% | -11.8% | +101.2% | +57.7% |
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 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