-5.8%
OSCR vs EFV
+108.5%
-114.4%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | -0.7% |
| 7D | +1.6% | -0.8% | +2.4% | +2.6% |
| 30D | +10.7% | +0.6% | +10.0% | +10.0% |
| 3M | +13.4% | +7.5% | +5.8% | +3.8% |
| 6M | +144.6% | +13.0% | +131.5% | +110.9% |
| YTD | +128.0% | +18.3% | +109.7% | +85.3% |
| 1Y | +68.7% | +26.7% | +41.9% | +25.8% |
| 3Y | +398.8% | +89.6% | +309.2% | +123.8% |
| 5Y | +87.3% | +98.2% | -11.0% | -23.9% |
| All | -5.8% | +108.5% | -114.4% | -64.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling