+92.1%
FAST vs OSCR
+386.4%
-294.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.8% | +2.6% | -1.1% |
| 7D | +1.8% | +4.7% | -2.9% | +1.7% |
| 30D | -6.4% | +14.8% | -21.2% | -6.7% |
| 3M | +5.3% | +16.7% | -11.4% | +4.9% |
| 6M | +5.4% | +127.5% | -122.1% | +3.3% |
| YTD | +23.6% | +121.0% | -97.4% | +21.2% |
| 1Y | +4.1% | +58.4% | -54.3% | +2.6% |
| All | +92.1% | +386.4% | -294.3% | +86.9% |
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