+143.5%
FAST vs OSCR
-10.4%
+153.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.8% |
| 7D | -0.4% | +5.8% | -6.2% | -0.6% |
| 30D | -0.8% | +7.1% | -7.9% | -1.2% |
| 3M | +5.8% | +36.7% | -30.9% | +3.9% |
| 6M | +8.0% | +114.3% | -106.3% | +3.4% |
| YTD | +25.6% | +124.4% | -98.8% | +19.8% |
| 1Y | +0.8% | +75.5% | -74.7% | -3.2% |
| 3Y | +86.1% | +390.1% | -304.0% | +61.0% |
| 5Y | +100.2% | +77.1% | +23.1% | +71.5% |
| All | +143.5% | -10.4% | +153.9% | +120.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling