-6.4%
OSCR vs EXEL
+159.9%
-166.2%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +3.0% |
| 7D | +1.1% | -2.9% | +3.9% | +1.8% |
| 30D | +16.5% | +11.9% | +4.6% | +12.7% |
| 3M | +17.0% | +9.2% | +7.8% | +14.1% |
| 6M | +145.0% | +39.1% | +105.9% | +123.1% |
| YTD | +126.7% | +31.0% | +95.7% | +108.6% |
| 1Y | +67.2% | +52.3% | +14.9% | +46.3% |
| 3Y | +405.1% | +159.7% | +245.4% | +232.9% |
| 5Y | +86.2% | +187.7% | -101.6% | +13.3% |
| All | -6.4% | +159.9% | -166.2% | -46.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling