-8.7%
OSCR vs ED
+95.0%
-103.8%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.1% | -3.6% |
| 7D | +4.7% | -0.2% | +4.9% | +4.8% |
| 30D | +14.8% | +1.9% | +12.8% | +14.4% |
| 3M | +16.7% | +1.9% | +14.8% | +16.1% |
| 6M | +127.5% | -2.3% | +129.8% | +128.0% |
| YTD | +121.0% | +10.9% | +110.1% | +114.1% |
| 1Y | +58.4% | +14.5% | +43.9% | +51.8% |
| 3Y | +392.4% | +33.4% | +359.0% | +345.4% |
| 5Y | +80.5% | +67.3% | +13.2% | +49.9% |
| All | -8.7% | +95.0% | -103.8% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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