+68.7%
OSCR vs FIVE
+66.5%
+2.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.4% |
| 7D | +1.6% | -3.0% | +4.6% | +2.1% |
| 30D | +10.7% | +2.7% | +8.0% | +10.3% |
| 3M | +13.4% | +21.1% | -7.8% | +10.4% |
| 6M | +144.6% | +11.9% | +132.6% | +137.4% |
| YTD | +128.0% | +29.9% | +98.2% | +102.3% |
| 1Y | +68.7% | +67.8% | +0.9% | +27.8% |
| All | +68.7% | +66.5% | +2.2% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling