-68.3%
FIS vs OSCR
-9.0%
-59.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | -7.9% | +1.6% | -9.5% | -8.0% |
| 30D | -8.0% | +10.7% | -18.6% | -8.7% |
| 3M | +0.6% | +13.4% | -12.8% | -0.6% |
| 6M | -22.2% | +144.6% | -166.8% | -27.5% |
| YTD | -40.8% | +128.0% | -168.8% | -44.7% |
| 1Y | -41.5% | +68.7% | -110.2% | -44.6% |
| 3Y | -25.5% | +398.8% | -424.3% | -38.5% |
| 5Y | -64.8% | +87.3% | -152.0% | -72.0% |
| All | -68.3% | -9.0% | -59.4% | -75.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling