+383.4%
OSCR vs ES
+30.3%
+353.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.5% | -2.3% | -3.2% |
| 7D | +4.7% | 0.0% | +4.7% | +4.8% |
| 30D | +14.8% | -1.0% | +15.8% | +15.3% |
| 3M | +16.7% | +1.5% | +15.2% | +15.8% |
| 6M | +127.5% | -3.5% | +131.0% | +130.1% |
| YTD | +121.0% | +7.0% | +114.0% | +111.8% |
| 1Y | +58.4% | +15.3% | +43.1% | +46.2% |
| All | +383.4% | +30.3% | +353.1% | +280.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling