-5.8%
OSCR vs EQX
+52.6%
-58.4%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.8% |
| 6M | +144.6% | -22.4% | +167.0% | +151.7% |
| YTD | +128.0% | -11.3% | +139.4% | +127.1% |
| 1Y | +68.7% | +13.5% | +55.2% | +60.0% |
| 3Y | +398.8% | +162.1% | +236.6% | +278.9% |
| 5Y | +87.3% | +84.2% | +3.1% | +42.2% |
| All | -5.8% | +52.6% | -58.4% | -28.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling