+735.3%
FLEX vs OSCR
-11.8%
+747.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.8% | +2.4% | -1.0% |
| 7D | +6.4% | +4.7% | +1.6% | +5.8% |
| 30D | -5.9% | +14.8% | -20.6% | -7.4% |
| 3M | -23.5% | +16.7% | -40.1% | -25.2% |
| 6M | +83.7% | +127.5% | -43.8% | +64.6% |
| YTD | +86.5% | +121.0% | -34.5% | +67.1% |
| 1Y | +100.5% | +58.4% | +42.1% | +84.4% |
| 3Y | +469.8% | +392.4% | +77.4% | +333.6% |
| 5Y | +725.7% | +80.5% | +645.2% | +520.7% |
| All | +735.3% | -11.8% | +747.1% | +647.8% |
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