+4.4%
FAST vs OSCR
+58.2%
-53.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | +0.4% |
| 7D | -0.4% | +1.1% | -1.5% | -0.4% |
| 30D | -6.4% | +16.5% | -22.9% | -6.4% |
| 3M | +7.1% | +17.0% | -9.9% | +7.0% |
| 6M | +7.0% | +145.0% | -138.0% | +5.8% |
| YTD | +24.1% | +126.7% | -102.6% | +22.8% |
| 1Y | +4.4% | +67.2% | -62.9% | +3.2% |
| All | +4.4% | +58.2% | -53.8% | +3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling