+116.4%
NDAQ vs OSCR
-9.0%
+125.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.1% | -0.6% |
| 7D | -5.6% | +1.6% | -7.2% | -5.7% |
| 30D | -4.4% | +10.7% | -15.0% | -5.0% |
| 3M | +5.9% | +13.4% | -7.5% | +4.8% |
| 6M | +7.7% | +144.6% | -136.8% | +1.5% |
| YTD | -5.2% | +128.0% | -133.2% | -10.5% |
| 1Y | -3.4% | +68.7% | -72.0% | -7.7% |
| 3Y | +85.6% | +398.8% | -313.2% | +58.1% |
| 5Y | +49.5% | +87.3% | -37.8% | +24.6% |
| All | +116.4% | -9.0% | +125.3% | +74.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling