+91.5%
OSCR vs ESTC
-47.6%
+139.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +1.6% | -9.2% | +10.8% | +5.0% |
| 30D | +10.7% | +8.1% | +2.6% | +6.3% |
| 3M | +13.4% | +38.5% | -25.1% | -0.9% |
| 6M | +144.6% | +57.8% | +86.8% | +101.7% |
| YTD | +128.0% | +10.5% | +117.5% | +111.8% |
| 1Y | +68.7% | -6.4% | +75.0% | +63.3% |
| 3Y | +398.8% | +4.7% | +394.1% | +291.0% |
| All | +91.5% | -47.6% | +139.1% | +54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling