-99.9%
DFNS vs OSCR
-8.3%
-91.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.1% | -0.7% |
| 7D | +0.8% | +10.7% | -9.9% | +1.2% |
| 30D | -73.2% | +18.3% | -91.5% | -73.0% |
| 3M | -72.4% | +20.5% | -93.0% | -72.2% |
| 6M | -95.2% | +138.5% | -233.7% | -94.9% |
| YTD | -98.0% | +129.7% | -227.7% | -97.9% |
| 1Y | -98.3% | +62.8% | -161.0% | -98.2% |
| 3Y | -99.9% | +411.8% | -511.7% | -99.9% |
| 5Y | -99.9% | +99.9% | -199.8% | -99.8% |
| All | -99.9% | -8.3% | -91.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling