+51.1%
NEM vs OSCR
+104.5%
-53.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +8.6% | +1.3% | +9.0% |
| 7D | +3.7% | +15.5% | -11.8% | +2.3% |
| 30D | +2.0% | +8.5% | -6.6% | +1.1% |
| 3M | +21.1% | +15.8% | +5.3% | +19.0% |
| 6M | +9.5% | +89.5% | -80.0% | +1.2% |
| YTD | +19.1% | +144.9% | -125.8% | +5.5% |
| 1Y | +51.1% | +105.1% | -54.0% | +35.3% |
| All | +51.1% | +104.5% | -53.4% | +35.3% |
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