+293.8%
NET vs OSCR
-10.4%
+304.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -7.0% | +5.8% | -12.8% | -8.3% |
| 30D | -4.8% | +7.1% | -11.9% | -6.8% |
| 3M | +3.8% | +36.7% | -32.8% | -5.3% |
| 6M | +50.0% | +114.3% | -64.2% | +19.9% |
| YTD | +41.5% | +124.4% | -82.9% | +11.0% |
| 1Y | +32.8% | +75.5% | -42.6% | +7.9% |
| 3Y | +335.9% | +390.1% | -54.2% | +107.0% |
| 5Y | +113.8% | +77.1% | +36.7% | +7.3% |
| All | +293.8% | -10.4% | +304.2% | +167.5% |
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