+105.1%
OSCR vs EL
+25.6%
+79.5%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +6.3% | +2.3% | +6.4% |
| 7D | +15.5% | +2.5% | +13.0% | +14.4% |
| 30D | +8.5% | +20.1% | -11.5% | +1.9% |
| 3M | +15.8% | +29.3% | -13.4% | +5.4% |
| 6M | +89.5% | +38.8% | +50.7% | +67.5% |
| YTD | +144.9% | +8.1% | +136.8% | +117.7% |
| 1Y | +105.1% | +22.3% | +82.7% | +60.7% |
| All | +105.1% | +25.6% | +79.5% | +60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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