-5.8%
OSCR vs FDS
-10.9%
+5.1%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.1% |
| 7D | +1.6% | -14.0% | +15.6% | +7.8% |
| 30D | +10.7% | -6.2% | +16.9% | +13.1% |
| 3M | +13.4% | +10.2% | +3.2% | +7.4% |
| 6M | +144.6% | +27.4% | +117.1% | +114.5% |
| YTD | +128.0% | -9.3% | +137.3% | +132.4% |
| 1Y | +68.7% | -28.6% | +97.3% | +93.5% |
| 3Y | +398.8% | -36.8% | +435.6% | +492.8% |
| 5Y | +87.3% | -28.6% | +115.9% | +118.9% |
| All | -5.8% | -10.9% | +5.1% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling