-5.8%
OSCR vs RJF
+136.3%
-142.1%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +1.6% | -2.7% | +4.3% | +3.1% |
| 30D | +10.7% | -4.3% | +14.9% | +13.3% |
| 3M | +13.4% | +15.7% | -2.4% | +4.9% |
| 6M | +144.6% | +17.8% | +126.7% | +124.0% |
| YTD | +128.0% | +9.2% | +118.9% | +116.1% |
| 1Y | +68.7% | +2.8% | +65.9% | +65.0% |
| 3Y | +398.8% | +69.5% | +329.3% | +254.8% |
| 5Y | +87.3% | +105.9% | -18.7% | +26.3% |
| All | -5.8% | +136.3% | -142.1% | -37.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling