+172.3%
FAST vs OSCR
-13.8%
+186.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.1% | -0.5% |
| 7D | +4.2% | +1.3% | +2.8% | +4.1% |
| 30D | +6.7% | -9.5% | +16.2% | +7.1% |
| 3M | +8.0% | +0.9% | +7.2% | +7.9% |
| 6M | +27.4% | +31.5% | -4.0% | +25.1% |
| YTD | +40.5% | +116.1% | -75.6% | +34.1% |
| 1Y | +38.4% | +122.6% | -84.2% | +31.6% |
| 3Y | +98.7% | +356.6% | -257.9% | +72.8% |
| 5Y | +106.7% | +154.9% | -48.2% | +75.3% |
| All | +172.3% | -13.8% | +186.0% | +147.0% |
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