+244.4%
ETN vs OSCR
-9.0%
+253.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +3.9% |
| 7D | +3.5% | +1.6% | +1.9% | +3.4% |
| 30D | -7.5% | +10.7% | -18.2% | -8.2% |
| 3M | +8.3% | +13.4% | -5.0% | +7.0% |
| 6M | +20.2% | +144.6% | -124.4% | +11.4% |
| YTD | +34.7% | +128.0% | -93.4% | +25.2% |
| 1Y | +19.4% | +68.7% | -49.2% | +12.7% |
| 3Y | +85.5% | +398.8% | -313.3% | +54.6% |
| 5Y | +186.6% | +87.3% | +99.3% | +133.8% |
| All | +244.4% | -9.0% | +253.4% | +177.7% |
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