+77.9%
EWZ vs OSCR
-9.0%
+86.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.5% | -1.0% |
| 7D | +0.9% | +1.6% | -0.7% | +0.8% |
| 30D | +12.8% | +10.7% | +2.1% | +12.1% |
| 3M | +10.8% | +13.4% | -2.6% | +9.6% |
| 6M | +2.5% | +144.6% | -142.0% | -3.7% |
| YTD | +21.4% | +128.0% | -106.7% | +14.3% |
| 1Y | +32.8% | +68.7% | -35.9% | +26.6% |
| 3Y | +45.2% | +398.8% | -353.6% | +23.5% |
| 5Y | +63.0% | +87.3% | -24.3% | +38.0% |
| All | +77.9% | -9.0% | +86.9% | +59.2% |
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