-5.1%
OSCR vs ES
+10.4%
-15.5%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.7% | +2.1% |
| 7D | +10.7% | +1.4% | +9.3% | +10.0% |
| 30D | +18.3% | -1.2% | +19.5% | +19.0% |
| 3M | +20.5% | +5.0% | +15.5% | +17.5% |
| 6M | +138.5% | -2.8% | +141.3% | +140.5% |
| YTD | +129.7% | +8.6% | +121.1% | +117.7% |
| 1Y | +62.8% | +18.9% | +43.8% | +46.7% |
| 3Y | +411.8% | +32.1% | +379.6% | +325.3% |
| 5Y | +99.9% | -5.1% | +105.0% | +90.8% |
| All | -5.1% | +10.4% | -15.5% | -8.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling