+1.2%
EXE vs OSCR
+64.1%
-63.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.1% |
| 7D | -3.1% | +1.6% | -4.8% | -3.1% |
| 30D | -0.9% | +10.7% | -11.6% | -0.6% |
| 3M | +9.6% | +13.4% | -3.8% | +10.0% |
| 6M | -11.6% | +144.6% | -156.2% | -10.4% |
| YTD | -12.6% | +128.0% | -140.6% | -11.7% |
| 1Y | +1.2% | +68.7% | -67.5% | +3.2% |
| All | +1.2% | +64.1% | -63.0% | +3.2% |
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