+91.5%
OSCR vs EXEL
+180.6%
-89.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.3% |
| 7D | +1.6% | -4.9% | +6.5% | +3.1% |
| 30D | +10.7% | +11.4% | -0.7% | +6.9% |
| 3M | +13.4% | +4.9% | +8.5% | +11.6% |
| 6M | +144.6% | +34.4% | +110.1% | +123.0% |
| YTD | +128.0% | +28.0% | +100.0% | +109.6% |
| 1Y | +68.7% | +43.6% | +25.0% | +48.3% |
| 3Y | +398.8% | +155.2% | +243.6% | +203.8% |
| All | +91.5% | +180.6% | -89.1% | -0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling