+91.5%
OSCR vs RJF
+104.0%
-12.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +1.6% | -2.7% | +4.3% | +3.2% |
| 30D | +10.7% | -4.3% | +14.9% | +13.4% |
| 3M | +13.4% | +15.7% | -2.4% | +4.4% |
| 6M | +144.6% | +17.8% | +126.7% | +122.9% |
| YTD | +128.0% | +9.2% | +118.9% | +115.3% |
| 1Y | +68.7% | +2.8% | +65.9% | +64.8% |
| 3Y | +398.8% | +69.5% | +329.3% | +244.4% |
| All | +91.5% | +104.0% | -12.5% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 5y: compounded portfolio wealth divided by compounded RJF 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…
5y analysis · Full analysis span regression · 6 months rolling