+47.1%
FE vs OSCR
+386.4%
-339.3%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | -0.4% |
| 7D | -0.2% | +4.7% | -4.9% | -0.3% |
| 30D | -1.2% | +14.8% | -16.0% | -1.5% |
| 3M | +1.7% | +16.7% | -15.0% | +1.3% |
| 6M | -7.5% | +127.5% | -135.0% | -9.3% |
| YTD | +6.3% | +121.0% | -114.7% | +4.2% |
| 1Y | +10.9% | +58.4% | -47.5% | +9.3% |
| All | +47.1% | +386.4% | -339.3% | +30.2% |
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