+58.2%
FICO vs OSCR
-13.8%
+72.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.2% | +0.7% |
| 7D | +2.2% | +1.3% | +0.9% | +2.1% |
| 30D | +0.1% | -9.5% | +9.6% | +0.9% |
| 3M | -35.2% | +0.9% | -36.0% | -35.5% |
| 6M | -32.4% | +31.5% | -63.8% | -35.0% |
| YTD | -57.4% | +116.1% | -173.5% | -61.4% |
| 1Y | -58.5% | +122.6% | -181.1% | -62.7% |
| 3Y | -28.9% | +356.6% | -385.5% | -45.2% |
| 5Y | +91.7% | +154.9% | -63.2% | +40.6% |
| All | +58.2% | -13.8% | +72.0% | +32.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling