+68.5%
ENB vs OSCR
+401.8%
-333.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.5% | -1.0% |
| 7D | -4.7% | +1.6% | -6.3% | -4.7% |
| 30D | -5.9% | +10.7% | -16.5% | -6.0% |
| 3M | -14.2% | +13.4% | -27.6% | -14.5% |
| 6M | -8.6% | +144.6% | -153.1% | -10.1% |
| YTD | +3.9% | +128.0% | -124.2% | +2.2% |
| 1Y | +1.8% | +68.7% | -66.9% | +0.7% |
| 3Y | +68.5% | +398.8% | -330.3% | +45.9% |
| All | +68.5% | +401.8% | -333.3% | +45.9% |
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