-27.0%
ETHA vs OSCR
+115.3%
-142.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.6% | +2.6% | +3.2% |
| 7D | +3.5% | +1.6% | +1.8% | +3.2% |
| 30D | +35.3% | +10.7% | +24.6% | +33.2% |
| 3M | +50.9% | +13.4% | +37.5% | +47.4% |
| 6M | +22.1% | +144.6% | -122.4% | +5.3% |
| YTD | -14.6% | +128.0% | -142.6% | -25.8% |
| 1Y | -42.8% | +68.7% | -111.4% | -49.0% |
| All | -27.0% | +115.3% | -142.3% | -45.8% |
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