-6.4%
OSCR vs EL
-63.9%
+57.5%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +3.5% |
| 7D | +1.1% | -4.4% | +5.4% | +2.7% |
| 30D | +16.5% | +10.3% | +6.2% | +11.5% |
| 3M | +17.0% | +13.4% | +3.6% | +10.8% |
| 6M | +145.0% | +3.1% | +141.9% | +138.3% |
| YTD | +126.7% | -6.9% | +133.6% | +125.7% |
| 1Y | +67.2% | +11.9% | +55.3% | +53.5% |
| 3Y | +405.1% | -33.8% | +438.9% | +436.7% |
| 5Y | +86.2% | -69.0% | +155.1% | +187.4% |
| All | -6.4% | -63.9% | +57.5% | +43.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling