+89.0%
OSCR vs FRSH
-72.5%
+161.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | +1.6% | -6.6% | +8.2% | +3.9% |
| 30D | +10.7% | +2.1% | +8.6% | +9.4% |
| 3M | +13.4% | +29.0% | -15.6% | +2.6% |
| 6M | +144.6% | +48.6% | +95.9% | +108.4% |
| YTD | +128.0% | -2.9% | +131.0% | +123.1% |
| 1Y | +68.7% | -7.9% | +76.6% | +67.6% |
| 3Y | +398.8% | -46.5% | +445.3% | +474.7% |
| All | +89.0% | -72.5% | +161.5% | +93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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