+68.7%
OSCR vs EXEL
+48.5%
+20.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.0% |
| 7D | +1.6% | -4.9% | +6.5% | +2.4% |
| 30D | +10.7% | +11.4% | -0.7% | +8.4% |
| 3M | +13.4% | +4.9% | +8.5% | +13.0% |
| 6M | +144.6% | +34.4% | +110.1% | +138.2% |
| YTD | +128.0% | +28.0% | +100.0% | +121.3% |
| 1Y | +68.7% | +43.6% | +25.0% | +62.3% |
| All | +68.7% | +48.5% | +20.1% | +62.3% |
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