+66.7%
FITB vs OSCR
+96.8%
-30.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.5% |
| 7D | -0.3% | +1.6% | -1.9% | -0.4% |
| 30D | -5.7% | +10.7% | -16.3% | -6.4% |
| 3M | +3.2% | +13.4% | -10.2% | +1.9% |
| 6M | +23.4% | +144.6% | -121.1% | +14.4% |
| YTD | +18.8% | +128.0% | -109.3% | +10.4% |
| 1Y | +25.0% | +68.7% | -43.7% | +17.9% |
| 3Y | +131.2% | +398.8% | -267.6% | +86.2% |
| All | +66.7% | +96.8% | -30.1% | +32.3% |
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