+1,036.2%
FTI vs OSCR
+96.8%
+939.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +1.0% |
| 7D | -4.4% | +1.6% | -6.0% | -4.5% |
| 30D | +1.5% | +10.7% | -9.2% | +0.7% |
| 3M | +8.2% | +13.4% | -5.2% | +6.9% |
| 6M | +18.8% | +144.6% | -125.7% | +10.5% |
| YTD | +71.7% | +128.0% | -56.4% | +60.1% |
| 1Y | +90.0% | +68.7% | +21.4% | +79.8% |
| 3Y | +270.5% | +398.8% | -128.3% | +201.8% |
| All | +1,036.2% | +96.8% | +939.4% | +842.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling