-6.4%
OSCR vs FTV
+9.0%
-15.4%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +4.0% |
| 7D | +1.1% | -5.2% | +6.3% | +4.4% |
| 30D | +16.5% | -11.5% | +28.0% | +25.5% |
| 3M | +17.0% | -9.0% | +26.0% | +23.1% |
| 6M | +145.0% | -2.0% | +147.0% | +145.0% |
| YTD | +126.7% | -0.9% | +127.7% | +120.9% |
| 1Y | +67.2% | +14.8% | +52.4% | +46.0% |
| 3Y | +405.1% | -5.5% | +410.6% | +390.5% |
| 5Y | +86.2% | -1.9% | +88.0% | +65.3% |
| All | -6.4% | +9.0% | -15.4% | -18.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling