+91.0%
OSCR vs FLNC
-70.4%
+161.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.9% | +0.1% |
| 7D | +1.6% | -4.1% | +5.7% | +2.4% |
| 30D | +10.7% | -24.8% | +35.4% | +17.2% |
| 3M | +13.4% | -59.1% | +72.5% | +34.6% |
| 6M | +144.6% | -42.0% | +186.5% | +150.2% |
| YTD | +128.0% | -49.8% | +177.8% | +133.2% |
| 1Y | +68.7% | +43.1% | +25.6% | +20.1% |
| 3Y | +398.8% | -61.0% | +459.7% | +329.9% |
| All | +91.0% | -70.4% | +161.3% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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