+91.5%
OSCR vs ESI
+67.8%
+23.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.4% |
| 7D | +1.6% | -4.6% | +6.3% | +3.7% |
| 30D | +10.7% | -10.5% | +21.2% | +16.0% |
| 3M | +13.4% | -19.8% | +33.2% | +22.4% |
| 6M | +144.6% | +5.8% | +138.7% | +118.7% |
| YTD | +128.0% | +38.3% | +89.7% | +71.5% |
| 1Y | +68.7% | +31.5% | +37.1% | +30.6% |
| 3Y | +398.8% | +80.7% | +318.1% | +183.6% |
| All | +91.5% | +67.8% | +23.7% | +18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling