-9.7%
NOC vs OSCR
+75.7%
-85.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -5.2% | +5.8% | -11.0% | -5.5% |
| 30D | -7.2% | +7.1% | -14.3% | -7.6% |
| 3M | -5.1% | +36.7% | -41.8% | -7.2% |
| 6M | -31.1% | +114.3% | -145.4% | -34.6% |
| YTD | -8.6% | +124.4% | -133.0% | -13.4% |
| 1Y | -9.7% | +75.5% | -85.2% | -13.2% |
| All | -9.7% | +75.7% | -85.5% | -13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling