-6.4%
OSCR vs EXPD
+113.0%
-119.4%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.0% | +2.3% |
| 7D | +1.1% | +1.2% | -0.1% | +0.4% |
| 30D | +16.5% | +6.8% | +9.6% | +12.7% |
| 3M | +17.0% | +14.9% | +2.0% | +8.9% |
| 6M | +145.0% | +34.6% | +110.4% | +109.9% |
| YTD | +126.7% | +27.7% | +99.0% | +96.7% |
| 1Y | +67.2% | +57.7% | +9.6% | +27.7% |
| 3Y | +405.1% | +70.9% | +334.2% | +261.3% |
| 5Y | +86.2% | +59.5% | +26.7% | +30.4% |
| All | -6.4% | +113.0% | -119.4% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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