+276.4%
NET vs OSCR
-2.3%
+278.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +8.6% | -11.2% | -4.6% |
| 7D | -16.4% | +15.5% | -31.8% | -19.4% |
| 30D | -25.8% | +8.5% | -34.4% | -27.6% |
| 3M | -11.5% | +15.8% | -27.4% | -15.6% |
| 6M | +18.9% | +89.5% | -70.6% | -2.0% |
| YTD | +35.2% | +144.9% | -109.7% | +3.1% |
| 1Y | +14.5% | +105.1% | -90.6% | -10.3% |
| 3Y | +313.8% | +514.1% | -200.3% | +82.2% |
| 5Y | +32.6% | +107.4% | -74.8% | -36.2% |
| All | +276.4% | -2.3% | +278.6% | +148.5% |
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 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