+327.1%
NET vs OSCR
+407.9%
-80.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -7.0% | +5.8% | -12.8% | -7.6% |
| 30D | -4.8% | +7.1% | -11.9% | -5.7% |
| 3M | +3.8% | +36.7% | -32.8% | -0.5% |
| 6M | +50.0% | +114.3% | -64.2% | +34.8% |
| YTD | +41.5% | +124.4% | -82.9% | +25.9% |
| 1Y | +32.8% | +75.5% | -42.6% | +20.2% |
| All | +327.1% | +407.9% | -80.8% | +157.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling