+80.6%
FOXA vs OSCR
-9.0%
+89.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.1% |
| 7D | +0.8% | +1.6% | -0.8% | +0.7% |
| 30D | +5.0% | +10.7% | -5.6% | +4.5% |
| 3M | -3.0% | +13.4% | -16.4% | -3.9% |
| 6M | +14.8% | +144.6% | -129.8% | +8.9% |
| YTD | -8.9% | +128.0% | -137.0% | -13.4% |
| 1Y | +13.3% | +68.7% | -55.3% | +8.9% |
| 3Y | +115.4% | +398.8% | -283.4% | +86.5% |
| 5Y | +95.3% | +87.3% | +8.0% | +63.7% |
| All | +80.6% | -9.0% | +89.6% | +55.7% |
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 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