-5.8%
OSCR vs FCUV
-99.5%
+93.7%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.7% | +0.6% |
| 7D | +1.6% | -66.5% | +68.1% | +2.2% |
| 30D | +10.7% | +5.0% | +5.7% | +10.1% |
| 3M | +13.4% | +63.8% | -50.4% | +8.9% |
| 6M | +144.6% | -67.8% | +212.4% | +140.0% |
| YTD | +128.0% | -82.4% | +210.5% | +125.7% |
| 1Y | +68.7% | -94.7% | +163.4% | +69.9% |
| 3Y | +398.8% | -99.3% | +498.0% | +401.1% |
| 5Y | +87.3% | -99.9% | +187.1% | +91.9% |
| All | -5.8% | -99.5% | +93.7% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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