+105.1%
OSCR vs EOSE
-85.5%
+190.6%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +12.6% | -4.1% | +7.8% |
| 7D | +15.5% | +9.7% | +5.7% | +14.7% |
| 30D | +8.5% | -34.6% | +43.1% | +10.8% |
| 3M | +15.8% | -50.8% | +66.6% | +19.8% |
| 6M | +89.5% | -66.5% | +156.0% | +96.0% |
| YTD | +144.9% | -81.3% | +226.2% | +156.7% |
| 1Y | +105.1% | -84.8% | +189.9% | +119.4% |
| All | +105.1% | -85.5% | +190.6% | +119.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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