-36.4%
FICO vs OSCR
+56.5%
-92.9%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.8% | +9.1% | +5.9% |
| 7D | -10.6% | +4.7% | -15.3% | -11.3% |
| 30D | -6.3% | +14.8% | -21.1% | -8.4% |
| 3M | -19.7% | +16.7% | -36.4% | -22.0% |
| 6M | -31.8% | +127.5% | -159.3% | -40.0% |
| YTD | -41.8% | +121.0% | -162.9% | -48.9% |
| 1Y | -36.4% | +58.4% | -94.8% | -42.0% |
| All | -36.4% | +56.5% | -92.9% | -42.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling