+69.1%
EXPE vs OSCR
-11.8%
+80.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.1% | -0.2% |
| 7D | -11.5% | +4.7% | -16.2% | -12.1% |
| 30D | -13.1% | +14.8% | -27.8% | -14.7% |
| 3M | +18.1% | +16.7% | +1.5% | +15.5% |
| 6M | +13.3% | +127.5% | -114.2% | +0.9% |
| YTD | -3.2% | +121.0% | -124.2% | -13.8% |
| 1Y | +26.1% | +58.4% | -32.3% | +15.7% |
| 3Y | +151.7% | +392.4% | -240.7% | +80.4% |
| 5Y | +88.3% | +80.5% | +7.9% | +32.3% |
| All | +69.1% | -11.8% | +80.9% | +23.8% |
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 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