-99.9%
DFNS vs OSCR
-9.0%
-90.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.5% |
| 7D | -6.3% | +1.6% | -8.0% | -6.3% |
| 30D | -74.0% | +10.7% | -84.6% | -73.8% |
| 3M | -70.1% | +13.4% | -83.5% | -70.0% |
| 6M | -93.9% | +144.6% | -238.5% | -93.5% |
| YTD | -98.1% | +128.0% | -226.1% | -98.0% |
| 1Y | -98.3% | +68.7% | -167.0% | -98.2% |
| 3Y | -99.9% | +398.8% | -498.7% | -99.9% |
| 5Y | -99.9% | +87.3% | -187.1% | -99.9% |
| All | -99.9% | -9.0% | -90.9% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling