-5.8%
OSCR vs FND
-48.6%
+42.8%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.2% |
| 7D | +1.6% | -5.8% | +7.4% | +4.1% |
| 30D | +10.7% | -20.2% | +30.9% | +21.5% |
| 3M | +13.4% | -12.0% | +25.3% | +17.8% |
| 6M | +144.6% | -18.5% | +163.1% | +158.8% |
| YTD | +128.0% | -22.3% | +150.3% | +143.0% |
| 1Y | +68.7% | -47.6% | +116.3% | +115.4% |
| 3Y | +398.8% | -49.8% | +448.5% | +498.6% |
| 5Y | +87.3% | -63.0% | +150.2% | +130.8% |
| All | -5.8% | -48.6% | +42.8% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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