-79.9%
FIG vs OSCR
+130.8%
-210.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.6% | +4.2% | +4.7% |
| 7D | -3.8% | +1.6% | -5.4% | -4.2% |
| 30D | -2.3% | +10.7% | -13.0% | -4.8% |
| 3M | +20.0% | +13.4% | +6.6% | +16.4% |
| 6M | -16.7% | +144.6% | -161.2% | -29.2% |
| YTD | -37.9% | +128.0% | -166.0% | -46.8% |
| 1Y | -58.5% | +68.7% | -127.2% | -64.3% |
| All | -79.9% | +130.8% | -210.7% | -82.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling