+57.6%
FICO vs OSCR
-11.3%
+68.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -1.5% |
| 7D | +1.4% | -3.7% | +5.1% | +1.8% |
| 30D | -0.8% | -5.5% | +4.7% | -0.4% |
| 3M | -31.3% | +7.9% | -39.2% | -32.1% |
| 6M | -33.9% | +34.6% | -68.5% | -36.7% |
| YTD | -57.6% | +122.3% | -179.8% | -61.7% |
| 1Y | -59.7% | +111.5% | -171.2% | -63.5% |
| 3Y | -28.0% | +349.2% | -377.3% | -44.4% |
| 5Y | +91.0% | +162.2% | -71.3% | +39.7% |
| All | +57.6% | -11.3% | +68.9% | +31.7% |
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