+91.5%
OSCR vs EQX
+83.7%
+7.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.1% | +0.3% |
| 7D | +1.6% | -3.2% | +4.8% | +2.1% |
| 30D | +10.7% | +7.8% | +2.9% | +9.0% |
| 3M | +13.4% | +21.3% | -8.0% | +8.7% |
| 6M | +144.6% | -22.4% | +167.0% | +151.9% |
| YTD | +128.0% | -11.3% | +139.4% | +127.0% |
| 1Y | +68.7% | +13.5% | +55.2% | +59.7% |
| 3Y | +398.8% | +162.1% | +236.6% | +274.0% |
| All | +91.5% | +83.7% | +7.9% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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