+135.0%
EWY vs OSCR
-9.0%
+144.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.6% | +2.7% | +3.2% |
| 7D | -0.1% | +1.6% | -1.7% | -0.2% |
| 30D | +7.3% | +10.7% | -3.4% | +6.5% |
| 3M | -5.1% | +13.4% | -18.5% | -6.3% |
| 6M | +42.1% | +144.6% | -102.5% | +32.0% |
| YTD | +94.1% | +128.0% | -33.9% | +81.0% |
| 1Y | +147.8% | +68.7% | +79.2% | +134.1% |
| 3Y | +222.9% | +398.8% | -175.9% | +170.4% |
| 5Y | +150.6% | +87.3% | +63.4% | +104.0% |
| All | +135.0% | -9.0% | +144.0% | +98.7% |
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