+91.5%
OSCR vs EQH
+102.2%
-10.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | -0.3% |
| 7D | +1.6% | +0.7% | +0.9% | +1.1% |
| 30D | +10.7% | +2.8% | +7.8% | +8.8% |
| 3M | +13.4% | +23.1% | -9.7% | -1.0% |
| 6M | +144.6% | +41.4% | +103.2% | +93.4% |
| YTD | +128.0% | +14.3% | +113.8% | +105.8% |
| 1Y | +68.7% | +1.6% | +67.1% | +63.8% |
| 3Y | +398.8% | +102.7% | +296.1% | +182.9% |
| All | +91.5% | +102.2% | -10.7% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 5y: compounded portfolio wealth divided by compounded EQH 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…
5y analysis · Full analysis span regression · 6 months rolling