-6.4%
OSCR vs ESI
+98.8%
-105.2%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.5% | +7.1% | +4.6% |
| 7D | +1.1% | -2.3% | +3.4% | +2.0% |
| 30D | +16.5% | -9.0% | +25.5% | +21.1% |
| 3M | +17.0% | -13.3% | +30.2% | +21.1% |
| 6M | +145.0% | +5.3% | +139.7% | +120.6% |
| YTD | +126.7% | +37.6% | +89.1% | +72.8% |
| 1Y | +67.2% | +33.6% | +33.6% | +29.6% |
| 3Y | +405.1% | +75.8% | +329.3% | +202.8% |
| 5Y | +86.2% | +68.6% | +17.6% | +15.5% |
| All | -6.4% | +98.8% | -105.2% | -49.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling