+174.4%
FN vs OSCR
+402.4%
-228.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.2% | +1.9% |
| 7D | +3.5% | +10.7% | -7.1% | +2.4% |
| 30D | -26.0% | +18.3% | -44.3% | -27.4% |
| 3M | -33.3% | +20.5% | -53.8% | -35.0% |
| 6M | -14.9% | +138.5% | -153.4% | -25.2% |
| YTD | -8.6% | +129.7% | -138.3% | -19.6% |
| 1Y | +12.3% | +62.8% | -50.5% | +2.3% |
| 3Y | +174.4% | +411.8% | -237.4% | +98.4% |
| All | +174.4% | +402.4% | -228.0% | +98.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling