+67.7%
FERG vs OSCR
+96.8%
-29.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.7% |
| 7D | -2.6% | +1.6% | -4.2% | -2.7% |
| 30D | -8.9% | +10.7% | -19.6% | -9.6% |
| 3M | -2.0% | +13.4% | -15.4% | -3.3% |
| 6M | -3.2% | +144.6% | -147.7% | -10.7% |
| YTD | +1.5% | +128.0% | -126.5% | -6.0% |
| 1Y | +0.5% | +68.7% | -68.2% | -5.5% |
| 3Y | +50.4% | +398.8% | -348.4% | +25.3% |
| All | +67.7% | +96.8% | -29.1% | +32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling