+31.1%
NEE vs OSCR
-9.0%
+40.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.7% | -0.2% |
| 7D | -1.3% | +1.6% | -3.0% | -1.4% |
| 30D | -3.3% | +10.7% | -14.0% | -3.9% |
| 3M | -2.3% | +13.4% | -15.6% | -3.2% |
| 6M | -8.9% | +144.6% | -153.4% | -14.4% |
| YTD | +4.8% | +128.0% | -123.3% | -1.5% |
| 1Y | +18.7% | +68.7% | -49.9% | +13.3% |
| 3Y | +33.2% | +398.8% | -365.5% | +14.0% |
| 5Y | +10.9% | +87.3% | -76.4% | -4.5% |
| All | +31.1% | -9.0% | +40.1% | +24.2% |
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