+77.9%
FE vs OSCR
-10.4%
+88.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +1.9% | +5.8% | -3.9% | +1.8% |
| 30D | -1.2% | +7.1% | -8.3% | -1.4% |
| 3M | +3.5% | +36.7% | -33.2% | +2.5% |
| 6M | -6.1% | +114.3% | -120.3% | -8.2% |
| YTD | +7.6% | +124.4% | -116.8% | +4.9% |
| 1Y | +11.9% | +75.5% | -63.5% | +9.5% |
| 3Y | +48.4% | +390.1% | -341.7% | +38.4% |
| 5Y | +44.8% | +77.1% | -32.3% | +36.6% |
| All | +77.9% | -10.4% | +88.3% | +76.0% |
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