+2,318.9%
FIX vs OSCR
-10.4%
+2,329.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +6.0% | +5.8% | +0.2% | +5.4% |
| 30D | -7.2% | +7.1% | -14.4% | -8.1% |
| 3M | -15.9% | +36.7% | -52.5% | -19.3% |
| 6M | +12.7% | +114.3% | -101.5% | +1.9% |
| YTD | +72.8% | +124.4% | -51.6% | +54.9% |
| 1Y | +122.9% | +75.5% | +47.4% | +103.0% |
| 3Y | +774.3% | +390.1% | +384.2% | +582.7% |
| 5Y | +2,049.5% | +77.1% | +1,972.4% | +1,577.8% |
| All | +2,318.9% | -10.4% | +2,329.4% | +1,906.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling