+304.9%
FN vs OSCR
-11.3%
+316.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -4.1% |
| 7D | +20.8% | -3.7% | +24.5% | +21.1% |
| 30D | -17.3% | -5.5% | -11.8% | -16.9% |
| 3M | -38.1% | +7.9% | -46.0% | -38.9% |
| 6M | -44.2% | +34.6% | -78.8% | -46.7% |
| YTD | -22.3% | +122.3% | -144.6% | -30.6% |
| 1Y | -20.9% | +111.5% | -132.5% | -29.2% |
| 3Y | +111.1% | +349.2% | -238.2% | +65.2% |
| 5Y | +191.8% | +162.2% | +29.6% | +124.0% |
| All | +304.9% | -11.3% | +316.2% | +232.3% |
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 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