+48.6%
NFLX vs OSCR
-9.0%
+57.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.8% |
| 7D | -1.1% | +1.6% | -2.7% | -1.3% |
| 30D | +4.3% | +10.7% | -6.4% | +3.0% |
| 3M | -4.8% | +13.4% | -18.1% | -6.5% |
| 6M | -18.4% | +144.6% | -163.0% | -27.3% |
| YTD | -17.4% | +128.0% | -145.5% | -26.1% |
| 1Y | -35.7% | +68.7% | -104.3% | -41.0% |
| 3Y | +73.8% | +398.8% | -325.0% | +28.6% |
| 5Y | +29.3% | +87.3% | -58.0% | -9.0% |
| All | +48.6% | -9.0% | +57.6% | +7.9% |
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