-18.9%
EXE vs OSCR
+104.5%
-123.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +8.6% | -11.5% | -2.5% |
| 7D | -4.7% | +15.5% | -20.1% | -4.0% |
| 30D | +1.0% | +8.5% | -7.5% | +1.4% |
| 3M | -5.6% | +15.8% | -21.5% | -4.8% |
| 6M | -12.3% | +89.5% | -101.8% | -10.6% |
| YTD | -19.5% | +144.9% | -164.4% | -17.4% |
| 1Y | -18.9% | +105.1% | -123.9% | -16.3% |
| All | -18.9% | +104.5% | -123.3% | -16.3% |
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 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