+127.5%
OSCR vs EXEL
+42.2%
+85.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.1% | -4.9% | -4.2% |
| 7D | +4.7% | -0.3% | +5.1% | +4.8% |
| 30D | +14.8% | +10.1% | +4.6% | +10.2% |
| 3M | +16.7% | +10.1% | +6.6% | +13.8% |
| 6M | +127.5% | +37.7% | +89.8% | +88.8% |
| All | +127.5% | +42.2% | +85.3% | +88.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling