+398.8%
OSCR vs ESI
+74.1%
+324.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | +1.6% | -4.6% | +6.3% | +2.8% |
| 30D | +10.7% | -10.5% | +21.2% | +13.7% |
| 3M | +13.4% | -19.8% | +33.2% | +18.2% |
| 6M | +144.6% | +5.8% | +138.7% | +124.7% |
| YTD | +128.0% | +38.3% | +89.7% | +86.6% |
| 1Y | +68.7% | +31.5% | +37.1% | +40.4% |
| 3Y | +398.8% | +80.7% | +318.1% | +231.8% |
| All | +398.8% | +74.1% | +324.7% | +231.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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