+193.2%
ETR vs OSCR
-9.5%
+202.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -1.4% |
| 7D | -1.9% | +1.1% | -3.0% | -1.9% |
| 30D | -0.2% | +16.5% | -16.7% | -0.6% |
| 3M | -3.7% | +17.0% | -20.7% | -4.2% |
| 6M | +2.1% | +145.0% | -142.9% | -0.5% |
| YTD | +16.5% | +126.7% | -110.3% | +13.6% |
| 1Y | +22.5% | +67.2% | -44.7% | +20.2% |
| 3Y | +144.7% | +405.1% | -260.4% | +129.9% |
| 5Y | +125.2% | +86.2% | +39.0% | +111.2% |
| All | +193.2% | -9.5% | +202.7% | +192.0% |
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 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