+2,164.4%
FIX vs OSCR
+89.4%
+2,075.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.1% | -1.8% |
| 7D | +0.7% | +1.1% | -0.4% | +0.5% |
| 30D | -5.7% | +16.5% | -22.2% | -7.4% |
| 3M | -7.4% | +17.0% | -24.4% | -9.6% |
| 6M | +15.1% | +145.0% | -129.9% | +1.9% |
| YTD | +70.7% | +126.7% | -56.0% | +52.2% |
| 1Y | +111.9% | +67.2% | +44.7% | +93.5% |
| 3Y | +759.5% | +405.1% | +354.4% | +560.2% |
| 5Y | +2,164.4% | +86.2% | +2,078.2% | +1,617.2% |
| All | +2,164.4% | +89.4% | +2,075.0% | +1,617.2% |
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