+398.8%
OSCR vs EFX
-12.2%
+411.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.4% |
| 7D | +1.6% | -4.5% | +6.2% | +3.3% |
| 30D | +10.7% | -6.1% | +16.8% | +13.0% |
| 3M | +13.4% | +6.2% | +7.1% | +10.0% |
| 6M | +144.6% | -11.2% | +155.8% | +152.4% |
| YTD | +128.0% | -21.4% | +149.5% | +145.9% |
| 1Y | +68.7% | -34.3% | +103.0% | +94.8% |
| 3Y | +398.8% | -12.5% | +411.3% | +308.1% |
| All | +398.8% | -12.2% | +411.0% | +308.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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