+122.8%
NDAQ vs OSCR
-11.8%
+134.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.8% | +2.9% | -0.6% |
| 7D | -1.6% | +4.7% | -6.3% | -1.9% |
| 30D | -1.5% | +14.8% | -16.2% | -2.4% |
| 3M | +8.0% | +16.7% | -8.6% | +6.8% |
| 6M | +7.7% | +127.5% | -119.8% | +1.9% |
| YTD | -2.3% | +121.0% | -123.4% | -7.6% |
| 1Y | +0.6% | +58.4% | -57.8% | -3.6% |
| 3Y | +90.9% | +392.4% | -301.5% | +62.7% |
| 5Y | +52.5% | +80.5% | -28.0% | +27.3% |
| All | +122.8% | -11.8% | +134.6% | +79.8% |
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