+2,439.8%
FIX vs OSCR
-9.0%
+2,448.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.6% | +5.7% | +6.2% |
| 7D | +5.0% | +1.6% | +3.4% | +4.8% |
| 30D | -2.7% | +10.7% | -13.4% | -3.9% |
| 3M | -8.2% | +13.4% | -21.6% | -10.0% |
| 6M | +20.3% | +144.6% | -124.3% | +7.0% |
| YTD | +81.4% | +128.0% | -46.6% | +62.4% |
| 1Y | +121.5% | +68.7% | +52.8% | +102.8% |
| 3Y | +807.4% | +398.8% | +408.6% | +607.3% |
| 5Y | +2,306.7% | +87.3% | +2,219.5% | +1,771.0% |
| All | +2,439.8% | -9.0% | +2,448.8% | +2,002.7% |
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