-36.6%
FRMI vs OSCR
+146.4%
-183.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.5% | +2.0% |
| 7D | +7.4% | +1.6% | +5.8% | +7.4% |
| 30D | -27.6% | +10.7% | -38.3% | -27.7% |
| 3M | -20.9% | +13.4% | -34.2% | -20.5% |
| 6M | -36.6% | +144.6% | -181.2% | -46.2% |
| All | -36.6% | +146.4% | -183.0% | -46.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling