-22.6%
FPS vs OSCR
+167.6%
-190.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +8.6% | -25.9% | -17.3% |
| 7D | -23.3% | +15.5% | -38.8% | -23.4% |
| 30D | -42.4% | +8.5% | -51.0% | -42.4% |
| 3M | -43.0% | +15.8% | -58.9% | -43.3% |
| 6M | -44.5% | +89.5% | -134.0% | -48.9% |
| All | -22.6% | +167.6% | -190.2% | -37.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling