+46.0%
NFLX vs OSCR
-11.8%
+57.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.8% | +2.8% | -0.5% |
| 7D | -8.1% | +4.7% | -12.8% | -8.6% |
| 30D | -0.3% | +14.8% | -15.1% | -2.0% |
| 3M | -6.6% | +16.7% | -23.3% | -8.6% |
| 6M | -22.7% | +127.5% | -150.2% | -30.5% |
| YTD | -18.9% | +121.0% | -139.9% | -27.1% |
| 1Y | -39.8% | +58.4% | -98.2% | -44.4% |
| 3Y | +71.7% | +392.4% | -320.7% | +27.2% |
| 5Y | +27.2% | +80.5% | -53.2% | -10.0% |
| All | +46.0% | -11.8% | +57.8% | +6.4% |
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