-5.8%
OSCR vs USFR
+20.6%
-26.4%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.1% |
| 7D | +1.6% | +0.1% | +1.5% | +0.7% |
| 30D | +10.7% | +0.4% | +10.3% | +8.1% |
| 3M | +13.4% | +1.0% | +12.3% | +6.0% |
| 6M | +144.6% | +2.0% | +142.6% | +115.8% |
| YTD | +128.0% | +2.8% | +125.3% | +90.2% |
| 1Y | +68.7% | +4.1% | +64.6% | +27.2% |
| 3Y | +398.8% | +14.1% | +384.6% | +85.2% |
| 5Y | +87.3% | +20.6% | +66.7% | -48.9% |
| All | -5.8% | +20.6% | -26.4% | -74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling