-99.6%
DFNS vs OSCR
+104.5%
-204.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +8.6% | -26.9% | -22.0% |
| 7D | -27.7% | +15.5% | -43.1% | -33.0% |
| 30D | -58.0% | +8.5% | -66.5% | -59.4% |
| 3M | -94.0% | +15.8% | -109.8% | -94.5% |
| 6M | -94.6% | +89.5% | -184.1% | -95.8% |
| YTD | -99.4% | +144.9% | -244.3% | -99.6% |
| 1Y | -99.6% | +105.1% | -204.7% | -99.7% |
| All | -99.6% | +104.5% | -204.1% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 1y: compounded portfolio wealth divided by compounded OSCR 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…
1y analysis · Full analysis span regression · 6 months rolling