+1,572.6%
FIX vs OSCR
-13.8%
+1,586.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.4% | -1.1% |
| 7D | +9.4% | +1.3% | +8.1% | +9.3% |
| 30D | -27.8% | -9.5% | -18.2% | -27.1% |
| 3M | -35.6% | +0.9% | -36.4% | -35.9% |
| 6M | -45.2% | +31.5% | -76.7% | -47.6% |
| YTD | +19.5% | +116.1% | -96.6% | +7.2% |
| 1Y | +24.2% | +122.6% | -98.3% | +10.7% |
| 3Y | +494.2% | +356.6% | +137.5% | +367.4% |
| 5Y | +1,036.1% | +154.9% | +881.2% | +774.1% |
| All | +1,572.6% | -13.8% | +1,586.3% | +1,288.3% |
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 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