+398.8%
OSCR vs EME
+252.2%
+146.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.3% | -3.7% | -0.6% |
| 7D | +1.6% | +3.5% | -1.9% | +0.6% |
| 30D | +10.7% | -6.3% | +17.0% | +12.5% |
| 3M | +13.4% | -3.8% | +17.1% | +13.3% |
| 6M | +144.6% | +8.5% | +136.0% | +132.7% |
| YTD | +128.0% | +27.8% | +100.2% | +103.1% |
| 1Y | +68.7% | +22.2% | +46.4% | +50.8% |
| 3Y | +398.8% | +253.5% | +145.3% | +193.4% |
| All | +398.8% | +252.2% | +146.5% | +193.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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