+75.5%
OSCR vs EFV
+30.7%
+44.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.2% | +0.2% |
| 7D | +5.8% | +1.5% | +4.3% | +4.4% |
| 30D | +7.1% | +1.7% | +5.4% | +5.4% |
| 3M | +36.7% | +8.6% | +28.0% | +25.9% |
| 6M | +114.3% | +11.7% | +102.6% | +90.2% |
| YTD | +124.4% | +19.3% | +105.1% | +82.9% |
| 1Y | +75.5% | +30.2% | +45.3% | +22.1% |
| All | +75.5% | +30.7% | +44.8% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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