-5.8%
OSCR vs FWONK
+120.8%
-126.7%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | +1.6% | +0.1% | +1.5% | +1.5% |
| 30D | +10.7% | -7.7% | +18.4% | +15.3% |
| 3M | +13.4% | +5.7% | +7.6% | +9.9% |
| 6M | +144.6% | +13.5% | +131.1% | +128.2% |
| YTD | +128.0% | -3.0% | +131.0% | +129.6% |
| 1Y | +68.7% | -6.4% | +75.1% | +73.1% |
| 3Y | +398.8% | +43.8% | +355.0% | +289.9% |
| 5Y | +87.3% | +98.6% | -11.3% | +16.7% |
| All | -5.8% | +120.8% | -126.7% | -44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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