+60.7%
FDX vs OSCR
+398.9%
-338.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.7% | +0.7% |
| 7D | -3.9% | +1.1% | -4.9% | -3.9% |
| 30D | -3.3% | +16.5% | -19.8% | -4.1% |
| 3M | -2.0% | +17.0% | -19.0% | -3.0% |
| 6M | +8.0% | +145.0% | -136.9% | +2.4% |
| YTD | +35.0% | +126.7% | -91.7% | +28.3% |
| 1Y | +73.7% | +67.2% | +6.4% | +67.0% |
| All | +60.7% | +398.9% | -338.2% | +33.9% |
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