-8.7%
OSCR vs ESTC
-38.7%
+30.0%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.1% | -1.7% | -3.0% |
| 7D | +4.7% | -3.3% | +8.1% | +5.9% |
| 30D | +14.8% | +13.4% | +1.3% | +8.4% |
| 3M | +16.7% | +41.3% | -24.7% | +1.2% |
| 6M | +127.5% | +62.6% | +64.9% | +85.4% |
| YTD | +121.0% | +14.8% | +106.2% | +102.4% |
| 1Y | +58.4% | -5.1% | +63.5% | +52.7% |
| 3Y | +392.4% | +11.2% | +381.2% | +276.8% |
| 5Y | +80.5% | -47.0% | +127.4% | +60.1% |
| All | -8.7% | -38.7% | +30.0% | -28.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling