+206.7%
FN vs OSCR
+128.1%
+78.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -4.1% | +9.9% | +6.3% |
| 7D | +8.0% | -8.8% | +16.8% | +9.0% |
| 30D | -19.1% | -5.6% | -13.6% | -18.8% |
| 3M | -29.8% | +14.8% | -44.6% | -31.2% |
| 6M | -43.2% | +46.0% | -89.1% | -46.4% |
| YTD | -18.9% | +123.5% | -142.4% | -28.0% |
| 1Y | -17.9% | +116.2% | -134.1% | -27.0% |
| 3Y | +120.1% | +351.6% | -231.5% | +69.8% |
| 5Y | +206.7% | +157.5% | +49.2% | +130.4% |
| All | +206.7% | +128.1% | +78.6% | +130.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling