+275.3%
FN vs OSCR
-13.8%
+289.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.8% | -4.5% | -7.0% |
| 7D | +0.3% | +1.3% | -1.0% | +0.1% |
| 30D | -16.5% | -9.5% | -7.0% | -15.8% |
| 3M | -42.1% | +0.9% | -43.0% | -42.4% |
| 6M | -52.9% | +31.5% | -84.3% | -54.9% |
| YTD | -28.0% | +116.1% | -144.0% | -35.5% |
| 1Y | -18.5% | +122.6% | -141.1% | -27.6% |
| 3Y | +93.9% | +356.6% | -262.8% | +51.6% |
| 5Y | +170.5% | +154.9% | +15.6% | +108.3% |
| All | +275.3% | -13.8% | +289.1% | +209.0% |
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