+68.7%
OSCR vs EOSE
-42.0%
+110.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.7% |
| 7D | +1.6% | +1.8% | -0.2% | +1.4% |
| 30D | +10.7% | -6.8% | +17.5% | +10.9% |
| 3M | +13.4% | -36.3% | +49.6% | +16.5% |
| 6M | +144.6% | -38.8% | +183.3% | +144.8% |
| YTD | +128.0% | -65.5% | +193.6% | +137.9% |
| 1Y | +68.7% | -45.3% | +113.9% | +53.4% |
| All | +68.7% | -42.0% | +110.7% | +53.4% |
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