-99.9%
DFNS vs OSCR
+398.9%
-498.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.0% | +1.8% |
| 7D | -3.3% | +1.1% | -4.4% | -3.2% |
| 30D | -73.1% | +16.5% | -89.6% | -72.6% |
| 3M | -71.4% | +17.0% | -88.4% | -70.9% |
| 6M | -93.8% | +145.0% | -238.8% | -92.9% |
| YTD | -98.0% | +126.7% | -224.8% | -97.8% |
| 1Y | -98.2% | +67.2% | -165.4% | -98.1% |
| All | -99.9% | +398.9% | -498.8% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling