+366.2%
FN vs OSCR
-10.4%
+376.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | -1.7% | +5.8% | -7.5% | -2.3% |
| 30D | -22.0% | +7.1% | -29.1% | -22.7% |
| 3M | -43.0% | +36.7% | -79.7% | -45.2% |
| 6M | -27.7% | +114.3% | -142.0% | -34.7% |
| YTD | -10.5% | +124.4% | -134.9% | -20.0% |
| 1Y | +12.5% | +75.5% | -63.0% | +2.5% |
| 3Y | +153.8% | +390.1% | -236.3% | +96.9% |
| 5Y | +288.0% | +77.1% | +210.9% | +207.2% |
| All | +366.2% | -10.4% | +376.6% | +283.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling