+101.7%
FICO vs OSCR
+95.2%
+6.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.2% | -0.2% |
| 7D | -15.4% | +10.7% | -26.1% | -16.4% |
| 30D | -10.4% | +18.3% | -28.7% | -12.1% |
| 3M | -22.7% | +20.5% | -43.2% | -24.6% |
| 6M | -36.8% | +138.5% | -175.3% | -43.1% |
| YTD | -44.8% | +129.7% | -174.5% | -50.3% |
| 1Y | -39.3% | +62.8% | -102.1% | -43.9% |
| 3Y | +3.7% | +411.8% | -408.1% | -22.1% |
| 5Y | +101.7% | +99.9% | +1.8% | +46.8% |
| All | +101.7% | +95.2% | +6.5% | +46.8% |
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