-5.8%
OSCR vs ET
+308.4%
-314.2%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.0% |
| 7D | +1.6% | +0.2% | +1.4% | +1.5% |
| 30D | +10.7% | +2.9% | +7.8% | +8.8% |
| 3M | +13.4% | +16.8% | -3.4% | +3.4% |
| 6M | +144.6% | +18.9% | +125.7% | +119.3% |
| YTD | +128.0% | +37.7% | +90.3% | +86.9% |
| 1Y | +68.7% | +32.4% | +36.2% | +41.3% |
| 3Y | +398.8% | +99.5% | +299.3% | +218.5% |
| 5Y | +87.3% | +244.0% | -156.7% | -1.8% |
| All | -5.8% | +308.4% | -314.2% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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