-5.8%
OSCR vs EXEL
+153.9%
-159.8%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.2% |
| 7D | +1.6% | -4.9% | +6.5% | +3.0% |
| 30D | +10.7% | +11.4% | -0.7% | +7.2% |
| 3M | +13.4% | +4.9% | +8.5% | +11.8% |
| 6M | +144.6% | +34.4% | +110.1% | +124.7% |
| YTD | +128.0% | +28.0% | +100.0% | +111.1% |
| 1Y | +68.7% | +43.6% | +25.0% | +50.0% |
| 3Y | +398.8% | +155.2% | +243.6% | +229.8% |
| 5Y | +87.3% | +181.2% | -93.9% | +14.7% |
| All | -5.8% | +153.9% | -159.8% | -45.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling