-7.3%
OSCR vs EXPD
+112.4%
-119.8%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.4% |
| 7D | +5.8% | -1.1% | +7.0% | +6.4% |
| 30D | +7.1% | +4.1% | +3.0% | +5.1% |
| 3M | +36.7% | +17.9% | +18.7% | +25.7% |
| 6M | +114.3% | +29.2% | +85.1% | +87.6% |
| YTD | +124.4% | +27.4% | +97.1% | +95.1% |
| 1Y | +75.5% | +56.8% | +18.6% | +34.4% |
| 3Y | +390.1% | +68.0% | +322.1% | +254.3% |
| 5Y | +77.1% | +61.9% | +15.2% | +24.2% |
| All | -7.3% | +112.4% | -119.8% | -28.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling