-5.1%
OSCR vs FFIV
+102.5%
-107.7%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.5% |
| 7D | +10.7% | -1.5% | +12.2% | +11.6% |
| 30D | +18.3% | -2.7% | +21.0% | +19.3% |
| 3M | +20.5% | -1.7% | +22.2% | +20.0% |
| 6M | +138.5% | +36.1% | +102.4% | +94.1% |
| YTD | +129.7% | +52.6% | +77.1% | +73.4% |
| 1Y | +62.8% | +21.5% | +41.3% | +39.3% |
| 3Y | +411.8% | +142.7% | +269.1% | +156.9% |
| 5Y | +99.9% | +92.6% | +7.4% | +15.4% |
| All | -5.1% | +102.5% | -107.7% | -46.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling