+91.5%
OSCR vs EXPD
+61.1%
+30.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | -0.3% |
| 7D | +1.6% | +2.0% | -0.4% | +0.5% |
| 30D | +10.7% | +4.4% | +6.3% | +8.1% |
| 3M | +13.4% | +15.7% | -2.4% | +4.6% |
| 6M | +144.6% | +37.5% | +107.1% | +105.1% |
| YTD | +128.0% | +29.9% | +98.1% | +94.2% |
| 1Y | +68.7% | +57.8% | +10.9% | +26.5% |
| 3Y | +398.8% | +71.6% | +327.1% | +246.6% |
| All | +91.5% | +61.1% | +30.5% | +33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling