+75.5%
OSCR vs EXEL
+59.2%
+16.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +5.8% | +8.4% | -2.5% | +4.3% |
| 30D | +7.1% | +4.1% | +3.0% | +6.5% |
| 3M | +36.7% | +12.4% | +24.2% | +34.8% |
| 6M | +114.3% | +41.5% | +72.7% | +106.8% |
| YTD | +124.4% | +34.6% | +89.8% | +115.8% |
| 1Y | +75.5% | +57.9% | +17.6% | +60.6% |
| All | +75.5% | +59.2% | +16.2% | +60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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