+383.4%
OSCR vs FIVE
+52.3%
+331.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.7% | -1.1% | -3.2% |
| 7D | +4.7% | +1.7% | +3.1% | +4.3% |
| 30D | +14.8% | +5.0% | +9.8% | +13.5% |
| 3M | +16.7% | +29.5% | -12.8% | +9.6% |
| 6M | +127.5% | +12.4% | +115.1% | +118.2% |
| YTD | +121.0% | +31.2% | +89.8% | +102.8% |
| 1Y | +58.4% | +72.9% | -14.5% | +34.7% |
| All | +383.4% | +52.3% | +331.1% | +313.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling