+2.9%
EXC vs OSCR
+64.1%
-61.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -3.7% |
| 3M | -4.3% | +13.4% | -17.6% | -4.4% |
| 6M | -9.9% | +144.6% | -154.5% | -11.3% |
| YTD | +1.8% | +128.0% | -126.3% | +0.3% |
| 1Y | +2.9% | +68.7% | -65.8% | +1.8% |
| All | +2.9% | +64.1% | -61.3% | +1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling