+91.5%
OSCR vs USFR
+20.6%
+70.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.2% |
| 3M | +13.4% | +1.0% | +12.3% | +6.2% |
| 6M | +144.6% | +2.0% | +142.6% | +116.4% |
| YTD | +128.0% | +2.8% | +125.3% | +90.5% |
| 1Y | +68.7% | +4.1% | +64.6% | +27.1% |
| 3Y | +398.8% | +14.1% | +384.6% | +78.7% |
| All | +91.5% | +20.6% | +70.9% | -54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling