+62.5%
EWZ vs OSCR
+84.7%
-22.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.8% | +2.4% | -1.2% |
| 7D | -0.1% | +4.7% | -4.8% | -0.3% |
| 30D | +8.2% | +14.8% | -6.6% | +7.2% |
| 3M | +13.3% | +16.7% | -3.4% | +11.9% |
| 6M | +3.6% | +127.5% | -123.9% | -2.4% |
| YTD | +21.0% | +121.0% | -100.0% | +14.0% |
| 1Y | +34.7% | +58.4% | -23.7% | +28.8% |
| 3Y | +48.3% | +392.4% | -344.1% | +25.4% |
| All | +62.5% | +84.7% | -22.2% | +31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling