+1,022.8%
NBIS vs OSCR
+99.7%
+923.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.1% | -1.7% |
| 7D | -0.8% | +1.6% | -2.4% | -1.2% |
| 30D | -13.4% | +10.7% | -24.0% | -15.6% |
| 3M | +1.0% | +13.4% | -12.3% | -2.3% |
| 6M | +100.5% | +144.6% | -44.1% | +56.4% |
| YTD | +168.3% | +128.0% | +40.2% | +112.6% |
| 1Y | +151.8% | +68.7% | +83.1% | +108.2% |
| All | +1,022.8% | +99.7% | +923.1% | +742.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling