-65.1%
ETSY vs OSCR
-9.0%
-56.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.1% | +1.5% |
| 7D | -4.9% | +1.6% | -6.5% | -5.2% |
| 30D | -8.6% | +10.7% | -19.3% | -10.3% |
| 3M | +4.8% | +13.4% | -8.6% | +1.9% |
| 6M | +38.1% | +144.6% | -106.5% | +16.3% |
| YTD | +31.2% | +128.0% | -96.8% | +11.1% |
| 1Y | +22.1% | +68.7% | -46.6% | +7.5% |
| 3Y | +12.2% | +398.8% | -386.5% | -30.2% |
| 5Y | -66.5% | +87.3% | -153.7% | -77.9% |
| All | -65.1% | -9.0% | -56.1% | -71.5% |
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