+74.2%
EXPE vs OSCR
-9.0%
+83.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.4% |
| 7D | -5.8% | +1.6% | -7.4% | -6.0% |
| 30D | -13.6% | +10.7% | -24.3% | -14.8% |
| 3M | +25.2% | +13.4% | +11.8% | +22.8% |
| 6M | +22.3% | +144.6% | -122.2% | +8.0% |
| YTD | -0.3% | +128.0% | -128.4% | -11.5% |
| 1Y | +27.8% | +68.7% | -40.8% | +16.3% |
| 3Y | +162.4% | +398.8% | -236.3% | +87.9% |
| 5Y | +95.8% | +87.3% | +8.6% | +37.0% |
| All | +74.2% | -9.0% | +83.2% | +27.0% |
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