+72.7%
NEM vs OSCR
+75.7%
-3.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +0.3% | +5.8% | -5.5% | -0.2% |
| 30D | +23.1% | +7.1% | +16.0% | +22.1% |
| 3M | +18.5% | +36.7% | -18.2% | +14.8% |
| 6M | +7.8% | +114.3% | -106.5% | -1.4% |
| YTD | +29.1% | +124.4% | -95.3% | +17.1% |
| 1Y | +72.7% | +75.5% | -2.8% | +58.6% |
| All | +72.7% | +75.7% | -3.1% | +58.6% |
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