+398.8%
OSCR vs EAT
+578.9%
-180.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.8% |
| 7D | +1.6% | -7.7% | +9.3% | +3.6% |
| 30D | +10.7% | -13.6% | +24.3% | +14.6% |
| 3M | +13.4% | +33.9% | -20.5% | +4.4% |
| 6M | +144.6% | +47.2% | +97.3% | +117.2% |
| YTD | +128.0% | +48.1% | +80.0% | +101.2% |
| 1Y | +68.7% | +33.7% | +35.0% | +52.9% |
| 3Y | +398.8% | +595.8% | -197.0% | +180.5% |
| All | +398.8% | +578.9% | -180.1% | +180.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 3y: compounded portfolio wealth divided by compounded EAT 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…
3y analysis · Full analysis span regression · 6 months rolling