+91.5%
OSCR vs FFIV
+101.9%
-10.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.7% | -1.4% |
| 7D | +1.6% | +5.4% | -3.8% | -1.8% |
| 30D | +10.7% | -2.7% | +13.3% | +11.6% |
| 3M | +13.4% | +4.5% | +8.8% | +8.5% |
| 6M | +144.6% | +42.2% | +102.3% | +89.7% |
| YTD | +128.0% | +61.3% | +66.8% | +61.5% |
| 1Y | +68.7% | +23.0% | +45.6% | +41.5% |
| 3Y | +398.8% | +156.3% | +242.5% | +118.0% |
| All | +91.5% | +101.9% | -10.4% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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