+116.0%
FICO vs OSCR
-11.8%
+127.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.8% | +9.1% | +5.8% |
| 7D | -10.6% | +4.7% | -15.3% | -11.1% |
| 30D | -6.3% | +14.8% | -21.1% | -7.9% |
| 3M | -19.7% | +16.7% | -36.4% | -21.4% |
| 6M | -31.8% | +127.5% | -159.3% | -38.2% |
| YTD | -41.8% | +121.0% | -162.9% | -47.3% |
| 1Y | -36.4% | +58.4% | -94.8% | -40.9% |
| 3Y | +9.3% | +392.4% | -383.1% | -16.6% |
| 5Y | +113.0% | +80.5% | +32.5% | +60.1% |
| All | +116.0% | -11.8% | +127.8% | +81.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling