+106.1%
FAST vs OSCR
+92.3%
+13.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.8% | +2.6% | -1.0% |
| 7D | +1.8% | +4.7% | -2.9% | +1.6% |
| 30D | -6.4% | +14.8% | -21.2% | -7.1% |
| 3M | +5.3% | +16.7% | -11.4% | +4.3% |
| 6M | +5.4% | +127.5% | -122.1% | +0.5% |
| YTD | +23.6% | +121.0% | -97.4% | +17.8% |
| 1Y | +4.1% | +58.4% | -54.3% | +0.4% |
| 3Y | +92.4% | +392.4% | -300.0% | +65.0% |
| 5Y | +106.1% | +80.5% | +25.6% | +72.7% |
| All | +106.1% | +92.3% | +13.8% | +72.7% |
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