+398.8%
OSCR vs FTV
-5.2%
+404.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | +1.6% | -4.0% | +5.6% | +3.1% |
| 30D | +10.7% | -11.0% | +21.7% | +15.5% |
| 3M | +13.4% | -8.4% | +21.8% | +16.8% |
| 6M | +144.6% | -2.6% | +147.1% | +145.2% |
| YTD | +128.0% | -0.6% | +128.7% | +124.8% |
| 1Y | +68.7% | +11.0% | +57.7% | +57.1% |
| 3Y | +398.8% | -6.3% | +405.1% | +382.6% |
| All | +398.8% | -5.2% | +404.0% | +382.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 3y: compounded portfolio wealth divided by compounded FTV 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…
3y analysis · Full analysis span regression · 6 months rolling