-80.9%
FIG vs OSCR
+123.7%
-204.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.8% | +0.5% | -2.5% |
| 7D | -14.5% | +4.7% | -19.2% | -15.4% |
| 30D | -13.3% | +14.8% | -28.1% | -16.3% |
| 3M | +7.4% | +16.7% | -9.3% | +3.8% |
| 6M | -27.8% | +127.5% | -155.3% | -37.9% |
| YTD | -41.1% | +121.0% | -162.1% | -49.2% |
| 1Y | -58.7% | +58.4% | -117.1% | -64.4% |
| All | -80.9% | +123.7% | -204.6% | -82.8% |
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 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