+248.8%
NBIS vs OSCR
+75.7%
+173.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | 0.0% | +7.5% | +7.5% |
| 7D | +8.2% | +5.8% | +2.4% | +6.6% |
| 30D | +3.4% | +7.1% | -3.7% | +1.6% |
| 3M | -12.8% | +36.7% | -49.5% | -19.8% |
| 6M | +131.5% | +114.3% | +17.2% | +77.9% |
| YTD | +170.5% | +124.4% | +46.0% | +104.5% |
| 1Y | +248.8% | +75.5% | +173.3% | +172.5% |
| All | +248.8% | +75.7% | +173.0% | +172.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 1y: compounded portfolio wealth divided by compounded OSCR 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…
1y analysis · Full analysis span regression · 6 months rolling