+50.1%
EWZ vs OSCR
-13.8%
+63.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.8% | +4.2% | +1.6% |
| 7D | +0.8% | +1.3% | -0.6% | +0.6% |
| 30D | -24.4% | -9.5% | -14.8% | -24.0% |
| 3M | -4.6% | +0.9% | -5.5% | -4.8% |
| 6M | -11.6% | +31.5% | -43.0% | -13.5% |
| YTD | +2.4% | +116.1% | -113.7% | -3.4% |
| 1Y | +2.1% | +122.6% | -120.5% | -4.0% |
| 3Y | +18.7% | +356.6% | -337.9% | +1.7% |
| 5Y | +54.2% | +154.9% | -100.8% | +30.1% |
| All | +50.1% | -13.8% | +63.8% | +34.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling