-5.1%
OSCR vs FIVE
+30.3%
-35.5%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.6% | +2.1% |
| 7D | +10.7% | +3.7% | +7.0% | +9.2% |
| 30D | +18.3% | +4.0% | +14.3% | +16.6% |
| 3M | +20.5% | +36.2% | -15.7% | +7.8% |
| 6M | +138.5% | +18.0% | +120.5% | +119.9% |
| YTD | +129.7% | +34.9% | +94.8% | +100.8% |
| 1Y | +62.8% | +67.9% | -5.1% | +30.7% |
| 3Y | +411.8% | +57.3% | +354.5% | +303.0% |
| 5Y | +99.9% | +39.5% | +60.4% | +58.6% |
| All | -5.1% | +30.3% | -35.5% | -30.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling