+105.1%
OSCR vs ES
-1.6%
+106.7%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.1% | +6.5% | +7.7% |
| 7D | +15.5% | +5.3% | +10.1% | +13.2% |
| 30D | +8.5% | +8.9% | -0.4% | +5.0% |
| 3M | +15.8% | -1.9% | +17.8% | +16.6% |
| 6M | +89.5% | +3.9% | +85.6% | +85.3% |
| YTD | +144.9% | +8.3% | +136.6% | +128.5% |
| 1Y | +105.1% | -0.1% | +105.2% | +106.8% |
| All | +105.1% | -1.6% | +106.7% | +106.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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