+75.5%
OSCR vs ESTC
+7.3%
+68.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | +0.9% |
| 7D | +5.8% | -8.1% | +13.9% | +7.3% |
| 30D | +7.1% | +31.7% | -24.6% | +1.5% |
| 3M | +36.7% | +41.1% | -4.4% | +27.3% |
| 6M | +114.3% | +77.1% | +37.2% | +92.1% |
| YTD | +124.4% | +21.7% | +102.7% | +101.0% |
| 1Y | +75.5% | +8.4% | +67.1% | +58.3% |
| All | +75.5% | +7.3% | +68.2% | +58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 1y: compounded portfolio wealth divided by compounded ESTC 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…
1y analysis · Full analysis span regression · 6 months rolling