+87.8%
EXC vs OSCR
-9.0%
+96.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.5% |
| 7D | -1.1% | +1.6% | -2.7% | -1.1% |
| 30D | -3.6% | +10.7% | -14.3% | -3.9% |
| 3M | -4.3% | +13.4% | -17.6% | -4.7% |
| 6M | -9.9% | +144.6% | -154.5% | -12.5% |
| YTD | +1.8% | +128.0% | -126.3% | -1.0% |
| 1Y | +2.9% | +68.7% | -65.8% | +0.7% |
| 3Y | +19.1% | +398.8% | -379.7% | +9.9% |
| 5Y | +44.8% | +87.3% | -42.4% | +33.7% |
| All | +87.8% | -9.0% | +96.8% | +81.3% |
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