+426.8%
OSCR vs FGI
-66.8%
+493.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +0.7% |
| 7D | +1.6% | +12.1% | -10.5% | +1.0% |
| 30D | +10.7% | +75.7% | -65.0% | +4.4% |
| 3M | +13.4% | +31.7% | -18.3% | +8.2% |
| 6M | +144.6% | +111.5% | +33.1% | +118.3% |
| YTD | +128.0% | +45.8% | +82.3% | +108.1% |
| 1Y | +68.7% | +112.5% | -43.9% | +38.9% |
| 3Y | +398.8% | +8.5% | +390.3% | +306.7% |
| All | +426.8% | -66.8% | +493.6% | +388.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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