+166.1%
NEM vs OSCR
-9.5%
+175.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.6% | -2.1% |
| 7D | -3.3% | +1.1% | -4.3% | -3.3% |
| 30D | +7.8% | +16.5% | -8.6% | +7.0% |
| 3M | +36.3% | +17.0% | +19.3% | +35.0% |
| 6M | +6.6% | +145.0% | -138.4% | +1.6% |
| YTD | +27.1% | +126.7% | -99.6% | +21.5% |
| 1Y | +62.3% | +67.2% | -4.9% | +56.5% |
| 3Y | +245.1% | +405.1% | -160.0% | +210.5% |
| 5Y | +154.0% | +86.2% | +67.8% | +127.2% |
| All | +166.1% | -9.5% | +175.6% | +144.4% |
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