-14.4%
ETN vs OSCR
+93.2%
-107.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -5.7% | -1.7% | -7.5% |
| 7D | -16.9% | +7.8% | -24.7% | -16.8% |
| 30D | -26.5% | +2.6% | -29.1% | -26.4% |
| 3M | -26.7% | +10.2% | -36.9% | -26.5% |
| 6M | -20.0% | +84.9% | -104.9% | -21.2% |
| YTD | +3.5% | +130.9% | -127.4% | -0.6% |
| 1Y | -14.4% | +94.8% | -109.3% | -18.0% |
| All | -14.4% | +93.2% | -107.7% | -18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling