-58.5%
FIG vs OSCR
+64.1%
-122.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.6% | +4.2% | +4.6% |
| 7D | -3.8% | +1.6% | -5.4% | -4.2% |
| 30D | -2.3% | +10.7% | -13.0% | -5.2% |
| 3M | +20.0% | +13.4% | +6.6% | +15.7% |
| 6M | -16.7% | +144.6% | -161.2% | -32.5% |
| YTD | -37.9% | +128.0% | -166.0% | -49.1% |
| 1Y | -58.5% | +68.7% | -127.2% | -63.9% |
| All | -58.5% | +64.1% | -122.7% | -63.9% |
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