-6.4%
OSCR vs FLR
+207.1%
-213.4%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +3.2% |
| 7D | +1.1% | -6.9% | +7.9% | +3.0% |
| 30D | +16.5% | +1.1% | +15.3% | +15.9% |
| 3M | +17.0% | +14.3% | +2.7% | +11.4% |
| 6M | +145.0% | +19.1% | +125.9% | +127.1% |
| YTD | +126.7% | +35.1% | +91.6% | +101.7% |
| 1Y | +67.2% | +29.5% | +37.8% | +51.2% |
| 3Y | +405.1% | +53.0% | +352.1% | +295.0% |
| 5Y | +86.2% | +238.9% | -152.8% | +14.0% |
| All | -6.4% | +207.1% | -213.4% | -41.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling