+67.1%
FDX vs OSCR
-8.3%
+75.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.4% | -5.0% | -2.8% |
| 7D | -3.3% | +10.7% | -14.0% | -4.0% |
| 30D | -1.4% | +18.3% | -19.7% | -2.5% |
| 3M | -4.5% | +20.5% | -25.0% | -6.0% |
| 6M | +9.4% | +138.5% | -129.1% | +2.3% |
| YTD | +36.0% | +129.7% | -93.7% | +27.3% |
| 1Y | +75.5% | +62.8% | +12.7% | +67.2% |
| 3Y | +62.8% | +411.8% | -349.0% | +36.3% |
| 5Y | +64.4% | +99.9% | -35.5% | +35.2% |
| All | +67.1% | -8.3% | +75.4% | +44.0% |
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