+416.2%
OSCR vs FGI
-68.3%
+484.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.9% | -9.9% | -4.3% |
| 7D | -8.8% | +6.9% | -15.6% | -9.0% |
| 30D | -5.6% | +3.9% | -9.5% | -5.9% |
| 3M | +14.8% | +74.3% | -59.5% | +8.0% |
| 6M | +46.0% | +28.9% | +17.0% | +38.6% |
| YTD | +123.5% | +39.1% | +84.3% | +103.8% |
| 1Y | +116.2% | +49.3% | +66.9% | +92.6% |
| 3Y | +351.6% | +5.7% | +345.9% | +268.0% |
| All | +416.2% | -68.3% | +484.5% | +378.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling