+105.1%
OSCR vs EXEL
+92.4%
+12.7%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.6% | +8.0% | +8.4% |
| 7D | +15.5% | +9.8% | +5.7% | +13.1% |
| 30D | +8.5% | +23.6% | -15.1% | +3.6% |
| 3M | +15.8% | +29.9% | -14.1% | +9.5% |
| 6M | +89.5% | +64.7% | +24.8% | +72.0% |
| YTD | +144.9% | +66.0% | +78.9% | +119.5% |
| 1Y | +105.1% | +92.0% | +13.1% | +70.5% |
| All | +105.1% | +92.4% | +12.7% | +70.5% |
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