-51.5%
FLUT vs OSCR
-11.8%
-39.7%
-70.1%
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 | -2.6% | +4.7% | -7.3% | -3.1% |
| 30D | +5.4% | +14.8% | -9.4% | +3.9% |
| 3M | -10.8% | +16.7% | -27.4% | -12.4% |
| 6M | -9.2% | +127.5% | -136.7% | -16.9% |
| YTD | -53.8% | +121.0% | -174.8% | -57.6% |
| 1Y | -66.0% | +58.4% | -124.4% | -68.1% |
| 3Y | -44.7% | +392.4% | -437.1% | -57.1% |
| 5Y | -50.6% | +80.5% | -131.0% | -60.3% |
| All | -51.5% | -11.8% | -39.7% | -58.2% |
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 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