-5.8%
OSCR vs FLR
+210.8%
-216.6%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.3% |
| 7D | +1.6% | -3.5% | +5.1% | +2.6% |
| 30D | +10.7% | +4.2% | +6.5% | +9.2% |
| 3M | +13.4% | +8.1% | +5.3% | +9.7% |
| 6M | +144.6% | +21.5% | +123.0% | +125.5% |
| YTD | +128.0% | +36.8% | +91.3% | +102.3% |
| 1Y | +68.7% | +31.2% | +37.5% | +51.9% |
| 3Y | +398.8% | +53.9% | +344.9% | +289.6% |
| 5Y | +87.3% | +243.0% | -155.8% | +14.3% |
| All | -5.8% | +210.8% | -216.6% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling