+90.1%
EXC vs OSCR
-11.8%
+101.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.8% | +3.2% | -0.5% |
| 7D | +0.3% | +4.7% | -4.4% | +0.2% |
| 30D | -0.9% | +14.8% | -15.6% | -1.3% |
| 3M | -2.7% | +16.7% | -19.4% | -3.2% |
| 6M | -9.4% | +127.5% | -136.9% | -11.8% |
| YTD | +3.0% | +121.0% | -118.0% | +0.3% |
| 1Y | +5.1% | +58.4% | -53.3% | +3.1% |
| 3Y | +20.6% | +392.4% | -371.8% | +11.3% |
| 5Y | +45.7% | +80.5% | -34.7% | +34.6% |
| All | +90.1% | -11.8% | +101.9% | +83.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling