-25.7%
FN vs OSCR
+104.5%
-130.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +8.6% | -14.5% | -6.0% |
| 7D | -7.0% | +15.5% | -22.4% | -7.1% |
| 30D | -24.7% | +8.5% | -33.3% | -24.8% |
| 3M | -35.7% | +15.8% | -51.5% | -35.9% |
| 6M | -52.4% | +89.5% | -141.9% | -54.0% |
| YTD | -25.0% | +144.9% | -169.8% | -30.6% |
| 1Y | -25.7% | +105.1% | -130.7% | -30.2% |
| All | -25.7% | +104.5% | -130.1% | -30.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling