+758.3%
FLEX vs OSCR
-9.0%
+767.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.6% | +6.6% | +7.1% |
| 7D | +5.7% | +1.6% | +4.1% | +5.5% |
| 30D | -7.0% | +10.7% | -17.7% | -8.2% |
| 3M | -23.8% | +13.4% | -37.2% | -25.4% |
| 6M | +82.6% | +144.6% | -61.9% | +62.3% |
| YTD | +91.6% | +128.0% | -36.4% | +71.1% |
| 1Y | +100.6% | +68.7% | +31.9% | +83.2% |
| 3Y | +479.8% | +398.8% | +81.0% | +340.6% |
| 5Y | +746.5% | +87.3% | +659.2% | +533.8% |
| All | +758.3% | -9.0% | +767.3% | +665.6% |
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