+68.7%
OSCR vs ES
+11.9%
+56.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | +1.6% | -3.6% | +5.2% | +2.8% |
| 30D | +10.7% | -4.2% | +14.9% | +12.3% |
| 3M | +13.4% | +0.1% | +13.2% | +13.2% |
| 6M | +144.6% | -6.2% | +150.8% | +149.8% |
| YTD | +128.0% | +4.1% | +124.0% | +119.0% |
| 1Y | +68.7% | +10.2% | +58.5% | +55.7% |
| All | +68.7% | +11.9% | +56.7% | +55.7% |
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