+74.5%
META vs OSCR
+92.3%
-17.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -3.8% | +10.3% | +7.0% |
| 7D | +10.3% | +4.7% | +5.5% | +9.6% |
| 30D | +9.9% | +14.8% | -4.9% | +7.9% |
| 3M | +11.9% | +16.7% | -4.8% | +9.3% |
| 6M | +1.2% | +127.5% | -126.4% | -9.9% |
| YTD | -0.8% | +121.0% | -121.8% | -11.5% |
| 1Y | -14.3% | +58.4% | -72.8% | -21.4% |
| 3Y | +121.4% | +392.4% | -271.0% | +59.8% |
| 5Y | +74.5% | +80.5% | -6.0% | +26.7% |
| All | +74.5% | +92.3% | -17.8% | +26.7% |
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 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