+129.8%
NI vs OSCR
-9.0%
+138.8%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | 0.0% | +1.6% | -1.6% | 0.0% |
| 30D | -1.4% | +10.7% | -12.1% | -1.8% |
| 3M | -10.6% | +13.4% | -23.9% | -11.1% |
| 6M | -9.3% | +144.6% | -153.9% | -12.7% |
| YTD | +1.1% | +128.0% | -126.9% | -2.5% |
| 1Y | +3.4% | +68.7% | -65.3% | +0.5% |
| 3Y | +67.9% | +398.8% | -330.9% | +53.3% |
| 5Y | +98.0% | +87.3% | +10.7% | +78.5% |
| All | +129.8% | -9.0% | +138.8% | +110.6% |
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