+383.4%
OSCR vs EXPD
+69.2%
+314.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.3% | -5.1% | -4.3% |
| 7D | +4.7% | +1.2% | +3.6% | +4.2% |
| 30D | +14.8% | +5.2% | +9.6% | +12.4% |
| 3M | +16.7% | +13.2% | +3.5% | +10.7% |
| 6M | +127.5% | +30.3% | +97.2% | +103.7% |
| YTD | +121.0% | +27.0% | +94.0% | +97.1% |
| 1Y | +58.4% | +57.3% | +1.1% | +25.2% |
| All | +383.4% | +69.2% | +314.2% | +243.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling