-5.8%
OSCR vs ES
+5.8%
-11.6%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.9% |
| 7D | +1.6% | -3.6% | +5.2% | +3.4% |
| 30D | +10.7% | -4.2% | +14.9% | +13.0% |
| 3M | +13.4% | +0.1% | +13.2% | +13.1% |
| 6M | +144.6% | -6.2% | +150.8% | +150.8% |
| YTD | +128.0% | +4.1% | +124.0% | +120.5% |
| 1Y | +68.7% | +10.2% | +58.5% | +57.9% |
| 3Y | +398.8% | +26.1% | +372.7% | +324.0% |
| 5Y | +87.3% | -5.3% | +92.6% | +82.6% |
| All | -5.8% | +5.8% | -11.6% | -6.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling