-6.4%
OSCR vs USFR
+20.5%
-26.9%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.5% |
| 7D | +1.1% | +0.1% | +1.0% | +0.5% |
| 30D | +16.5% | +0.3% | +16.2% | +14.1% |
| 3M | +17.0% | +1.0% | +16.0% | +10.0% |
| 6M | +145.0% | +1.9% | +143.0% | +117.0% |
| YTD | +126.7% | +2.7% | +124.0% | +90.1% |
| 1Y | +67.2% | +4.0% | +63.2% | +26.8% |
| 3Y | +405.1% | +14.1% | +391.1% | +88.4% |
| 5Y | +86.2% | +20.5% | +65.7% | -49.0% |
| All | -6.4% | +20.5% | -26.9% | -74.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling