-6.4%
OSCR vs FND
-49.1%
+42.7%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +3.2% |
| 7D | +1.1% | -5.1% | +6.1% | +3.2% |
| 30D | +16.5% | -22.5% | +39.0% | +29.4% |
| 3M | +17.0% | -5.0% | +22.0% | +17.4% |
| 6M | +145.0% | -21.5% | +166.5% | +163.6% |
| YTD | +126.7% | -23.0% | +149.7% | +142.6% |
| 1Y | +67.2% | -44.9% | +112.1% | +108.0% |
| 3Y | +405.1% | -50.0% | +455.1% | +507.0% |
| 5Y | +86.2% | -63.3% | +149.5% | +130.4% |
| All | -6.4% | -49.1% | +42.7% | +1.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling