+86.2%
OSCR vs FIVE
+30.6%
+55.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.4% | +4.9% | +3.5% |
| 7D | +1.1% | +0.6% | +0.5% | +0.8% |
| 30D | +16.5% | +3.0% | +13.5% | +15.0% |
| 3M | +17.0% | +23.2% | -6.2% | +7.4% |
| 6M | +145.0% | +9.2% | +135.8% | +130.6% |
| YTD | +126.7% | +28.1% | +98.6% | +98.8% |
| 1Y | +67.2% | +65.3% | +2.0% | +31.5% |
| 3Y | +405.1% | +49.4% | +355.7% | +297.0% |
| 5Y | +86.2% | +29.5% | +56.6% | +56.7% |
| All | +86.2% | +30.6% | +55.5% | +56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling