-8.7%
OSCR vs FDS
-4.3%
-4.5%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.4% | -0.4% | -2.4% |
| 7D | +4.7% | -8.8% | +13.5% | +8.7% |
| 30D | +14.8% | -1.4% | +16.2% | +15.1% |
| 3M | +16.7% | +13.9% | +2.8% | +9.2% |
| 6M | +127.5% | +27.4% | +100.1% | +100.6% |
| YTD | +121.0% | -2.5% | +123.5% | +119.1% |
| 1Y | +58.4% | -23.8% | +82.2% | +77.5% |
| 3Y | +392.4% | -32.5% | +424.9% | +471.8% |
| 5Y | +80.5% | -23.2% | +103.6% | +105.3% |
| All | -8.7% | -4.3% | -4.5% | +7.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling