+121.5%
FIX vs OSCR
+64.1%
+57.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -3.7% |
| 3M | -8.2% | +13.4% | -21.6% | -9.6% |
| 6M | +20.3% | +144.6% | -124.3% | +2.5% |
| YTD | +81.4% | +128.0% | -46.6% | +55.7% |
| 1Y | +121.5% | +68.7% | +52.8% | +91.4% |
| All | +121.5% | +64.1% | +57.4% | +91.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling