+297.4%
FN vs OSCR
+92.3%
+205.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.8% | +4.3% | +0.9% |
| 7D | +5.8% | +4.7% | +1.1% | +5.3% |
| 30D | -20.6% | +14.8% | -35.4% | -21.9% |
| 3M | -28.6% | +16.7% | -45.3% | -30.1% |
| 6M | -20.7% | +127.5% | -148.2% | -28.8% |
| YTD | -8.1% | +121.0% | -129.1% | -17.6% |
| 1Y | +13.3% | +58.4% | -45.1% | +4.5% |
| 3Y | +175.7% | +392.4% | -216.7% | +114.5% |
| 5Y | +297.4% | +80.5% | +217.0% | +191.7% |
| All | +297.4% | +92.3% | +205.2% | +191.7% |
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 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