+0.1%
EW vs OSCR
-9.0%
+9.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.3% | -2.8% |
| 7D | -6.2% | +1.6% | -7.8% | -6.3% |
| 30D | -9.3% | +10.7% | -20.0% | -10.1% |
| 3M | -1.6% | +13.4% | -15.0% | -2.9% |
| 6M | -0.8% | +144.6% | -145.4% | -8.3% |
| YTD | -1.0% | +128.0% | -129.1% | -8.2% |
| 1Y | +8.2% | +68.7% | -60.5% | +1.9% |
| 3Y | +12.7% | +398.8% | -386.1% | -9.3% |
| 5Y | -30.2% | +87.3% | -117.5% | -43.0% |
| All | +0.1% | -9.0% | +9.1% | -14.4% |
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