+68.7%
OSCR vs EL
+12.6%
+56.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | +1.6% | -6.5% | +8.1% | +3.8% |
| 30D | +10.7% | +11.1% | -0.5% | +6.3% |
| 3M | +13.4% | +10.7% | +2.6% | +8.8% |
| 6M | +144.6% | +6.9% | +137.7% | +131.4% |
| YTD | +128.0% | -6.3% | +134.3% | +117.8% |
| 1Y | +68.7% | +13.5% | +55.2% | +47.9% |
| All | +68.7% | +12.6% | +56.0% | +47.9% |
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