+398.8%
OSCR vs EOSE
+42.6%
+356.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +11.0% |
| 3M | +13.4% | -36.3% | +49.6% | +17.4% |
| 6M | +144.6% | -38.8% | +183.3% | +147.7% |
| YTD | +128.0% | -65.5% | +193.6% | +142.2% |
| 1Y | +68.7% | -45.3% | +113.9% | +66.2% |
| 3Y | +398.8% | +44.2% | +354.6% | +322.9% |
| All | +398.8% | +42.6% | +356.2% | +322.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling