+225.6%
FANG vs OSCR
+96.8%
+128.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.2% |
| 7D | +2.9% | +1.6% | +1.3% | +2.8% |
| 30D | +2.6% | +10.7% | -8.1% | +2.1% |
| 3M | +7.6% | +13.4% | -5.8% | +6.7% |
| 6M | +17.3% | +144.6% | -127.2% | +11.7% |
| YTD | +38.7% | +128.0% | -89.4% | +32.2% |
| 1Y | +51.6% | +68.7% | -17.0% | +46.3% |
| 3Y | +50.0% | +398.8% | -348.8% | +27.9% |
| All | +225.6% | +96.8% | +128.8% | +171.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling