-65.0%
FIS vs OSCR
+96.8%
-161.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.8% |
| 3M | +0.6% | +13.4% | -12.8% | -0.7% |
| 6M | -22.2% | +144.6% | -166.8% | -28.1% |
| YTD | -40.8% | +128.0% | -168.8% | -45.1% |
| 1Y | -41.5% | +68.7% | -110.2% | -44.9% |
| 3Y | -25.5% | +398.8% | -424.3% | -40.4% |
| All | -65.0% | +96.8% | -161.8% | -71.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling