+322.4%
NET vs OSCR
+506.7%
-184.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +8.6% | -11.2% | -3.4% |
| 7D | -16.4% | +15.5% | -31.8% | -17.6% |
| 30D | -25.8% | +8.5% | -34.4% | -26.6% |
| 3M | -11.5% | +15.8% | -27.4% | -13.2% |
| 6M | +18.9% | +89.5% | -70.6% | +9.5% |
| YTD | +35.2% | +144.9% | -109.7% | +20.1% |
| 1Y | +14.5% | +105.1% | -90.6% | +2.8% |
| All | +322.4% | +506.7% | -184.3% | +181.0% |
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