+104.8%
FICO vs OSCR
-10.4%
+115.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | 0.0% | -16.7% | -16.7% |
| 7D | -19.2% | +5.8% | -25.0% | -19.7% |
| 30D | -14.6% | +7.1% | -21.7% | -15.3% |
| 3M | -20.1% | +36.7% | -56.7% | -23.1% |
| 6M | -36.3% | +114.3% | -150.6% | -41.9% |
| YTD | -44.9% | +124.4% | -169.3% | -50.1% |
| 1Y | -38.6% | +75.5% | -114.1% | -43.6% |
| 3Y | +4.0% | +390.1% | -386.1% | -20.6% |
| 5Y | +99.5% | +77.1% | +22.4% | +50.1% |
| All | +104.8% | -10.4% | +115.3% | +71.5% |
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