+362.2%
FN vs OSCR
-9.5%
+371.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.6% | -6.0% | -3.7% |
| 7D | +2.3% | +1.1% | +1.2% | +2.1% |
| 30D | -23.2% | +16.5% | -39.7% | -24.5% |
| 3M | -30.4% | +17.0% | -47.4% | -31.9% |
| 6M | -25.6% | +145.0% | -170.6% | -33.8% |
| YTD | -11.3% | +126.7% | -138.0% | -20.7% |
| 1Y | +8.4% | +67.2% | -58.8% | -0.7% |
| 3Y | +166.2% | +405.1% | -238.9% | +105.9% |
| 5Y | +290.3% | +86.2% | +204.2% | +207.4% |
| All | +362.2% | -9.5% | +371.7% | +279.7% |
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